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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 daily, rules-based mix that chases brief equity rebounds with 3x ETFs and, when conditions are weaker, rotates to commodities, gold, Treasuries, the US dollar, or managed futures. Uses simple price signals; can be very volatile due to leverage.
NutHow it works
Each day it chooses between short, sharp stock rebounds and defense using a simple price speedometer. After dips it buys 3x stock ETFs (SPXL/TQQQ/SOXL). If stocks look overheated it briefly holds a volatility spike hedge (UVXY). Otherwise it checks bonds vs stocks and commodities vs the US dollar: if commodities trend it buys PDBC; if not, it rotates to gold (GLD), Treasuries (TMF/TMV), the dollar (USDU), or a trend fund (DBMF). Calmer assets get larger weights.
CheckmarkValue prop
Out-of-sample edge: ~38% annualized return vs ~21% for the S&P, Sharpe ~1.37, Calmar ~1.90. Higher growth with disciplined risk via diversified, rules-based use of levered ETFs and hedges.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.50.770.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
160.75%15.23%-1.77%0.2%0.81
Commodities Framework
4,970.16%78.71%5.32%23.35%2.15
Initial Investment
$10,000.00
Final Value
$507,015.59
Regulatory Fees
$1,811.26
Total Slippage
$10,538.73
Invest in this strategy
OOS Start Date
Nov 16, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum/rsi, trend-following, commodities tilt, leveraged etfs, risk-on/risk-off, managed futures, volatility hedge
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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 Framework" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "Commodities Framework" has returned 37.16%. 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, and options.