A binary linear recurrence sequence of composite numbers

Let (a,b)∈Z², where b≠0 and (a,b)≠(±2,−1). We prove that then there exist two positive relatively prime composite integers x₁, x₂ such that the sequence given by xn+1=axn+bxn−1, n=2,3,… , consists of composite terms only, i.e., |xn| is a composite integer for each n∈N. In the proof of this result we use certain covering systems, divisibility sequences and, for some special pairs (a,±1), computer calculations. The paper is motivated by a result of Graham who proved this theorem in the special case of the Fibonacci-like sequence, where (a,b)=(1,1).