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Symphonies
Commodities Framework
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, daily rotation that buys dips in leveraged U.S. stocks/tech, shifts to commodities when they outpace the dollar, and otherwise holds gold/Treasuries, the dollar, managed futures, or volatility—using simple hot/cold gauges and a bond trend check to toggle risk.
NutHow it works
Daily, it rotates among: 3x stock/tech funds (SPXL, TQQQ, SOXL), commodities (PDBC), gold (GLD), Treasuries (TMF long, TMV short), the US dollar (USDU), volatility (UVXY), and managed futures (DBMF). It buys stock dips when a hot/cold gauge says “washed out,” hedges when overheated, and if stocks look weak it favors commodities beating the dollar; otherwise it moves to gold/Treasuries/dollar/managed futures. A bond trend check flips risk-on vs defense.
CheckmarkValue prop
Out-of-sample, this rules-based rotation aims higher upside with strong risk control vs the S&P: ~35.5% vs 21.4% annualized return, Calmar ~1.76, alpha ~0.12, Sharpe ~1.29. Diversified across regimes; drawdowns ~20%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.50.760.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
165.26%16.22%1.36%5.73%0.85
Commodities Framework
4,332.63%79.39%8.87%31.8%2.17
Initial Investment
$10,000.00
Final Value
$443,263.36
Regulatory Fees
$1,581.77
Total Slippage
$9,239.98
Invest in this strategy
OOS Start Date
Nov 16, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation,momentum,commodities,leveraged etfs,risk-on/risk-off,managed futures
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.

"Commodities Framework" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Commodities Framework" is currently allocated toPDBC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Commodities Framework" has returned 35.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Commodities Framework" is 20.20%. 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 Framework", 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.