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

About

A two-asset, daily-rebalanced, momentum-tilt strategy focused on defensive assets (staples/utilities and bonds) using RSI to pick the weakest in two ETF groups. Note: can include leveraged tech (QLD) and carries bond/defensive risk.
NutHow it works
Every day: (1) look at two small groups of ETFs (one group includes a levered tech fund, a bond fund, and a defensive utility fund; the other group includes utilities, a bond fund, consumer staples, and a long-term treasury fund). (2) calculate a 10-day RSI for each ETF and pick the one with the lowest RSI in each group. (3) buy equal amounts of the two chosen ETFs (or hold cash if needed to keep equal weights) and rebalance to maintain equal weights daily. The goal is to tilt toward staples and bonds for safety while using momentum to avoid weak assets, with a possible exposure to other assets if their momentum is weakest in the group.
CheckmarkValue prop
Defensive two-ETF strategy using RSI momentum, daily rebalanced. Out-of-sample: ~58% annualized return vs 28% S&P, higher Sharpe (~3.92 vs 2.37), lower drawdown (~4.0% vs 5.1%), strong Calmar (~14.4).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.180.770.50.71
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
656.16%10.84%-1.77%0.2%0.63
Staples and Bonds Boosted
15,165.93%29.14%0.15%9.93%1.32
Initial Investment
$10,000.00
Final Value
$1,526,592.57
Regulatory Fees
$13,020.63
Total Slippage
$74,114.53
Invest in this strategy
OOS Start Date
Jun 14, 2025
Trading Setting
Daily
Type
Stocks
Category
Defensive-equity tilt, momentum-based, rsi screening, daily rebalancing, sector/bond rotation, cash-equal weighting
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
QLD
ProShares Ultra QQQ
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
VBF
INVESCO BOND FUND
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
Stocks
XLU
State Street Utilities Select Sector SPDR ETF
Stocks

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

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

Year-to-date, "Staples and Bonds Boosted" has returned 43.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Staples and Bonds Boosted" is 4.04%. 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 Boosted", 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, and options.