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Symphonies
Staples and Bonds
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A contrarian, daily-rotating mix of stock and bond funds: it buys the two funds (one from each menu) that have fallen the most over ~10 days and splits the money 50/50, often favoring utilities, staples, or Treasuries when they’re beaten up.
NutHow it works
Each day it checks two menus of funds. Menu A: QQQ (big tech), SPY (top 500 US stocks), XLU (utilities), VBF (Invesco bond fund). Menu B: XLU, XLP (consumer staples), TLT (long US Treasuries), VBF. It computes a 10‑day “drop score” (RSI; lower = fell more). It buys the biggest faller in each menu and splits 50/50. If both menus pick the same fund, you’re 100% in it. Rebalances daily.
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted returns (Sharpe 3.06) with smaller drawdowns (2.8%) vs the S&P, and a low beta (~0.24). A defensive, contrarian daily rotation aiming for steady upside with better risk control.

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Invest in this strategy
OOS Start Date
Jun 9, 2025
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, rsi(10), daily rotation, multi-asset, us equities, defensive sectors, treasuries, bond funds
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"Staples and Bonds" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Staples and Bonds" is currently allocated toXLU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Staples and Bonds" has returned 30.49%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Staples and Bonds" is 2.82%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "Staples and Bonds", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, crypto, and options.