Skip to Content
Trade options on Composer. Earn up to $200 in cash rebates!Get Started.T&Cs apply.
Symphonies
Commodities/Bonds - Weekly
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A weekly, rules‑based switch. It chases commodity uptrends; otherwise it toggles between a defensive basket (gold, dollar, bonds, sometimes volatility) and a risk‑on, risk‑balanced mix of leveraged tech/financials plus long bonds, depending on recent market stress.
NutHow it works
Each week it asks: Are commodities running hot? If yes, hold a concentrated basket of the two strongest commodity funds plus a chunk of a broad commodity fund. If not, it flips between a defensive mix (gold, dollar, bonds, sometimes volatility) and a risk‑on, balanced mix of leveraged tech/financials and long bonds, based on recent drops in markets.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.83 vs SPY 1.45; Calmar 2.66; annualized return ~94%. Weekly, rules-based rotation into commodities and risk-on/off baskets offers stronger risk-adjusted upside and diversification vs the S&P 500.

Loading backtest data...

Invest in this strategy
OOS Start Date
May 16, 2023
Trading Setting
Weekly
Type
Stocks
Category
Trend-following, tactical asset allocation, commodities, risk parity, leveraged etfs, weekly rebalance, risk-on/risk-off
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 Shares
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 Shares
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 toXME, DBCandURNM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Commodities/Bonds - Weekly" has returned 94.29%. 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, crypto, and options.