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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 switcher that always holds either consumer‑staples stocks (XLP) or investment‑grade bonds (VBF), choosing the one that’s been weaker over the last ~2 weeks by RSI (a short‑term overbought/oversold score).
NutHow it works
Each day it compares two funds: XLP (big U.S. “everyday goods” companies like Procter & Gamble, Coca‑Cola, Walmart) and VBF (a fund of high‑quality bonds). It computes a 10‑day RSI—a 0–100 score of recent up vs. down moves; lower = more beaten‑down. It then puts 100% into the one with the lower RSI (a short‑term “buy the dip”) and checks again the next day.
CheckmarkValue prop
Out-of-sample performance shows stronger risk-adjusted gains: Sharpe ~1.26 vs SPY ~1.24, Calmar ~2.38, and max drawdown ~6% vs ~13.7% for SPY. It aims for steadier growth with downside protection—even if raw returns lag.

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Invest in this strategy
OOS Start Date
Mar 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Mean reversion,daily rotation,rsi,consumer staples,bonds,defensive,single-asset allocation
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 toXLP. 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 11.02%. 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.