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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

Buys the most recently beaten‑down choices (by 10‑day RSI) from two small lists of mostly defensive ETFs, with an occasional 2x tech tilt (QLD). Split 50/50, rebalanced daily; can concentrate if both lists pick the same fund.
NutHow it works
Each day it runs two mini-races. In each, it buys the fund with the lowest 10‑day RSI (a recent‑moves score; low = it fell recently). It puts half the money in each winner and rebalances daily. Group A: QLD=2x Nasdaq‑100; VBF=investment‑grade bonds; XLU=utilities. Group B: XLU; VBF; XLP=consumer staples; TLT=20+yr US Treasuries. If both groups pick the same fund, it can be concentrated.
CheckmarkValue prop
Out-of-sample: ~58% annual return with superior risk-adjusted metrics (Sharpe ~3.92, Calmar ~14.4) and ~4% max drawdown vs SPY. Low beta (~0.53) and a defensive tilt with occasional tech upside; daily mean-reversion rebalancing.
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
Mean reversion, rsi(10), etf rotation, defensive sectors, bonds, leveraged tech, daily rebalance
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 toQLDandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Staples and Bonds Boosted" has returned 43.47%. 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.