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Symphonies
Commodities (Inverse) Sorter Wolf V1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily momentum strategy in commodity-linked stocks. It picks the 7 names with the strongest 30‑day performance from a small list of gold, energy, and agriculture companies and splits the money evenly across them.
NutHow it works
Start with a fixed list of 11 stocks tied to commodities (gold miners AEM/AGI/WPM/FNV; energy AR/RRC/GPOR, midstream TRGP/ET; agriculture PPC; seeds CTVA). Each day, measure each stock’s total return over the last 30 days. Buy the 7 with the best returns, split money evenly; sell the rest. Repeat daily.
CheckmarkValue prop
Out-of-sample momentum in commodity-linked equities offers solid risk-adjusted gains vs the S&P: lower drawdowns (11.3% vs 13.7%), lower beta (0.41), Calmar ~2.0, and about 22.5% annualized return with diversification.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.170.650.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
69.66%12.7%1.36%5.73%0.77
Commodities (Inverse) Sorter Wolf V1
177.69%25.99%9.45%8.39%1.06
Initial Investment
$10,000.00
Final Value
$27,768.97
Regulatory Fees
$58.54
Total Slippage
$264.36
Invest in this strategy
OOS Start Date
Mar 24, 2025
Trading Setting
Daily
Type
Stocks
Category
Momentum, commodities, equities, sector rotation, daily rebalance, long-only
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 (Inverse) Sorter Wolf V1" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Commodities (Inverse) Sorter Wolf V1" is currently allocated toAGI, WPM, TRGP, FNV, AR, RRCandGPOR. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Commodities (Inverse) Sorter Wolf V1" has returned 22.48%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Commodities (Inverse) Sorter Wolf V1" is 11.34%. 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 (Inverse) Sorter Wolf V1", 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.