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Symphonies
Staples or Bonds V0.0 (16,30,1999)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple daily switch between consumer-staples stocks (XLP) and a broad bond fund (VBF): each day, buy the one that has dipped more over the last ~10 days, aiming for a short-term bounce.
NutHow it works
Each day, it looks at two choices: XLP (consumer staples stocks) and VBF (a bond fund). It scores the last ~10 days of price moves; a lower score means it fell more recently. It then buys 100% of the one with the lower score and checks again the next day.
CheckmarkValue prop
Strong risk-adjusted edge: out-of-sample Sharpe 1.37, Calmar 2.69, and max drawdown 6.1% vs SPY’s 13.7%. Daily defensive rotation between staples and bonds delivers steadier gains even if raw returns differ.

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Invest in this strategy
OOS Start Date
Mar 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, mean reversion, sector rotation, daily rebalancing, defensive equities, bonds
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 or Bonds V0.0 (16,30,1999)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Staples or Bonds V0.0 (16,30,1999)" is currently allocated toVBF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Staples or Bonds V0.0 (16,30,1999)" has returned 16.31%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Staples or Bonds V0.0 (16,30,1999)" 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 V0.0 (16,30,1999)", 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.