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

About

A daily, two‑fund switch. It compares consumer‑staples stocks (XLP) vs a high‑grade bond fund (VBF). Whichever has fallen more over the last ~10 days (lower RSI) gets 98% of the money; 2% stays in cash. A short‑term, contrarian, defensive tilt.
NutHow it works
Each day it looks at two funds: XLP (big consumer‑staples stocks like P&G and Coca‑Cola) and VBF (a fund of high‑quality bonds). It scores both using a 10‑day "recent moves" gauge called RSI: lower means it fell more lately. It buys the weaker one (98%) and holds 2% cash, then rechecks the next day.
CheckmarkValue prop
Defensive, mean-reversion RSI tilt between XLP and VBF. Out-of-sample: max drawdown ~6% vs SPY ~13.7%, Calmar ~2.54, Sharpe ~1.32, beta ~0.21. Lower risk, steadier risk-adjusted returns vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.120.360.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
775.3%8.37%2.19%5.01%0.51
Staples or Bonds
5,016%15.7%1.2%0.41%1.09
Initial Investment
$10,000.00
Final Value
$511,600.49
Regulatory Fees
$5,777.69
Total Slippage
$31,607.15
Invest in this strategy
OOS Start Date
Mar 10, 2025
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, rsi, sector rotation, bonds, consumer staples, daily rebalance, defensive assets, tactical
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
VBF
INVESCO BOND FUND
Stocks
XLP
State Street Consumer Staples 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 or Bonds" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "Staples or Bonds" has returned 15.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Staples or Bonds" is 6.07%. 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 or 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.