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Symphonies
CORP vs USO
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple daily regime switch: if corporate bonds look stronger than oil, own QQQ; otherwise split between oil (USO) and a diversified trend‑following fund (KMLM).
NutHow it works
Each day it compares a 10‑day “strength score” (RSI: how fast price has risen vs fallen, 0–100) for a corporate‑bond fund (CORP) and an oil fund (USO). If bonds look stronger, it buys a tech‑heavy Nasdaq fund (QQQ). If oil looks stronger, it splits 50/50 between oil (USO) and a trend‑following managed‑futures fund (KMLM) that chases trends across commodities, currencies, and rates. Rebalanced daily.
CheckmarkValue prop
Dynamic regime-switching strategy pivots to tech (QQQ) or oil + trend (USO/KMLM) on a 10-day momentum read. Out-of-sample return 24.2%, Calmar 3.64, beta ~0.75—delivering strong risk-adjusted gains and diversification vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.270.530.180.42
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
96.75%13.71%-1.77%0.2%0.85
CORP vs USO
432.11%37.36%20.58%29.51%1.61
Initial Investment
$10,000.00
Final Value
$53,211.29
Regulatory Fees
$165.27
Total Slippage
$1,017.76
Invest in this strategy
OOS Start Date
Jun 11, 2025
Trading Setting
Daily
Type
Stocks
Category
Momentum, regime switching, cross-asset signal, tech tilt, commodities, managed futures, daily rebalance
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
USO
United States Oil Fund, LP
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.

"CORP vs USO" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"CORP vs USO" is currently allocated toUSOandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "CORP vs USO" has returned 54.26%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "CORP vs USO" is 6.66%. 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 "CORP vs USO", 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.