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Symphonies
Commodities/Bonds - Weekly
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Weekly tactical strategy. If commodities trend up, own a basket of the strongest commodity/real‑asset funds plus broad commodities. Otherwise switch between a leveraged risk‑parity mix and defensive assets (gold, dollar, bonds, VIX) based on short‑term drops.
NutHow it works
Weekly. Step 1: if broad commodities (DBC) are up over ~1 month, hold ~2/3 in the two best real‑asset funds (gold GLD, oil DBO, agri DBA, miners GDX/XME/URNM/URA, timber WOOD, or long Treasuries TLT) and ~1/3 in DBC. Else use risk‑on/off: big short‑term drops tilt to gold, the US dollar (UUP), long Treasuries (TMF) and sometimes VIX (UVXY); otherwise run a “risk‑parity” mix of 3x Nasdaq (TQQQ), 3x semis (SOXL), 3x financials (FAS) and 3x long Treasuries (TMF), sized by recent volatility. It uses recent % change, worst 10‑day drops, and inverse‑vol sizing (safer assets get larger weights).
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.89 vs 1.45, Calmar 2.79, OOS return ~98% vs ~23%. Dynamic commodity tilt + risk-on/off engine targets higher risk-adjusted returns and bigger upside than the S&P 500.

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Invest in this strategy
OOS Start Date
May 16, 2023
Trading Setting
Weekly
Type
Stocks
Category
Tactical asset allocation, trend following, risk parity, risk-on/risk-off, leveraged etfs, commodities tilt, weekly rebalance
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
GDX
VanEck Gold Miners ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
TLT
iShares 20+ Year Treasury Bond 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 - Weekly" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Commodities/Bonds - Weekly" is currently allocated toDBCandDBO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Commodities/Bonds - Weekly" has returned 101.26%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Commodities/Bonds - Weekly" is 35.45%. 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 - Weekly", 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.