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Symphonies
Commodities & Bonds Class 10-21-23
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it rotates into one ETF: commodities (DBC), long Treasuries (TLT), US stocks (SPY/SSO), energy stocks (XLE), or T‑Bills (BIL). It follows long‑term trends, reacts to short‑term choppiness, and uses a “fear” gauge (VIXY) to step aside in panics.
NutHow it works
Each day: - If commodities are in a long uptrend (DBC = broad commodities), buy DBC when short‑term swings are hot. Otherwise, if long Treasuries trend up and are jumpy (TLT), buy TLT; else pick the smallest recent drop from DBC/SPY (US stocks), or if bonds aren’t trending, from DBC/SPY/XLE (energy). - If commodities aren’t trending up, check fear (VIXY). If very high, hold BIL (T‑Bills). If not, own SPY when jumpy, or SSO (2× SPY) when calm. Usually 100% in one ETF; rebalanced daily.
CheckmarkValue prop
Risk-aware, daily ETF-rotation with trend and fear-gauge protection. Lower beta (~0.75) and diversification away from pure SPY exposure, aiming for steadier risk-adjusted performance. Out-of-sample: 12.6% annualized return, Sharpe 0.76, Calmar 0.59.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.710.360.6
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
575.05%13.46%-2.85%-2.42%0.82
Commodities & Bonds Class 10-21-23
1,614%20.68%20.23%22.62%1.03
Initial Investment
$10,000.00
Final Value
$171,400.10
Regulatory Fees
$695.97
Total Slippage
$4,291.77
Invest in this strategy
OOS Start Date
Oct 21, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, commodities trend-following, bonds, equities, volatility regime, leveraged etf, risk management, daily rebalancing
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
VIXY
ProShares VIX Short-Term Futures ETF
Stocks
XLE
State Street Energy 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.

"Commodities & Bonds Class 10-21-23" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Commodities & Bonds Class 10-21-23" is currently allocated toDBC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Commodities & Bonds Class 10-21-23" has returned 19.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Commodities & Bonds Class 10-21-23" is 21.52%. 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 "Commodities & Bonds Class 10-21-23", 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.