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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

Daily rotates 100% between a consumer‑staples stock fund (XLP) and a bond fund (VBF), always buying the one that has fallen more over the last ~10 days (lower RSI), aiming to catch quick rebounds.
NutHow it works
Each trading day it checks two funds: XLP (U.S. “everyday essentials” companies like grocery and household‑goods makers) and VBF (a fund of high‑quality bonds). It computes a 10‑day RSI for each—a 0–100 gauge of recent price drops vs rises—then buys 100% of the one with the lower score, expecting a short‑term bounce. Repeats daily.
CheckmarkValue prop
Out-of-sample, this strategy provides a smoother, defensive ride: max drawdown ~6% vs SPY ~14%, higher risk-adjusted return (Sharpe ~1.26) and low beta (~0.21). It offers downside protection with competitive returns versus 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
762.2%8.27%0.54%-0.34%0.51
Staples or Bonds V0.0 (16,30,1999)
4,984.09%15.6%-0.62%0.2%1.09
Initial Investment
$10,000.00
Final Value
$508,409.45
Regulatory Fees
$5,781.80
Total Slippage
$31,604.68
Invest in this strategy
OOS Start Date
Mar 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Daily rotation, mean reversion, rsi(10), consumer staples, bonds, tactical, defensive
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 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 12.03%. 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, and options.