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

About

Buys the 7 worst 30‑day performers from a fixed list of 11 commodity‑linked stocks (energy, metals, agriculture), splits money evenly, and refreshes daily—aiming to profit if recent losers bounce back.
NutHow it works
- Start with 11 commodity-linked stocks (energy, metals, agriculture). - Each day, look at how much each stock moved over the last 30 days (its 30‑day % change). - Pick the 7 that did the worst over that period. - Put equal money in those 7 and update the picks every day. - Goal: buy recent losers hoping they rebound.
CheckmarkValue prop
Rule-based commodity-equity strategy: out-of-sample annualized return 19.51%, max drawdown 16.85%, Sharpe 0.85, Calmar 1.16. Diversifies core equity exposure with commodity cycles and mean-reversion signals, complementing the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.210.750.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
70.35%12.11%-0.15%0.4%0.75
Commodities Sorter Wolf V1
269.22%32.36%10.38%16.93%1.26
Initial Investment
$10,000.00
Final Value
$36,921.79
Regulatory Fees
$67.58
Total Slippage
$320.79
Invest in this strategy
OOS Start Date
Mar 21, 2025
Trading Setting
Daily
Type
Stocks
Category
Equity long-only, commodities & energy, mean-reversion, daily rotation, equal-weight
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
AEM
Agnico Eagle Mines Ltd.
Stocks
AGI
Alamos Gold Inc. Class A Common Shares
Stocks
AR
ANTERO RESOURCES CORPORATION
Stocks
CTVA
Corteva, Inc. Common Stock
Stocks
ET
Energy Transfer LP Common Units representing limited partner interests
Stocks
FNV
Franco-Nevada Corporation
Stocks
GPOR
Gulfport Energy Corporation
Stocks
PPC
Pilgrims Pride Corporation
Stocks
RRC
Range Resources Corp
Stocks
TRGP
Targa Resources Corp.
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 Sorter Wolf V1" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Commodities Sorter Wolf V1" is currently allocated toWPM, PPC, FNV, GPOR, ET, CTVAandAEM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Commodities Sorter Wolf V1" has returned 33.53%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Commodities Sorter Wolf V1" is 16.85%. 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 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, and options.