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Symphonies
Dirty Money | I.P. of Dereck N. | Sausage maker Deez | 21JUL2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Tactical mix with a built-in cash buffer. About 55% stays in T-bills; the rest rotates between Oil (Dirty) and Clean Energy (Green) when those trends are rising. If risk is off it parks in Treasuries; if stocks are strong it may use tech (QQQ/XLK).
NutHow it works
About 55% sits in short-term T-bills (SHV). The other ~45% runs two sleeves: Oil (Dirty) and Clean Energy (Green). Each buys only in uptrends; otherwise it parks in Treasuries or, if the stock market is healthy, tech (QQQ/XLK). Oil checks crude-fund trends (UCO/DBO/OILK): if strong, it owns leading oil names (XOM, CVX, COP, XLE) or a 3x oil note (NRGU); if weak, it may use the inverse (NRGD) or bonds. Clean Energy buys ICLN/TAN/FAN only when rising. RSI = a short-term heat meter (0–100).
CheckmarkValue prop
Lower risk, steadier growth than the S&P. Out-of-sample drawdown 3.56% vs 7.49%, Calmar ~3.86, beta ~0.27, and oos Sharpe ~1.68. Cash buffer plus a tactical energy/tech mix targets durable, risk-adjusted gains in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.090.290.360.6
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
28.77%31.92%-0.15%0.4%1.6
Dirty Money | I.P. of Dereck N. | Sausage maker Deez | 21JUL2023
16.7%18.44%2.54%5.06%1.96
Initial Investment
$10,000.00
Final Value
$11,669.86
Regulatory Fees
$3.18
Total Slippage
$17.95
Invest in this strategy
OOS Start Date
Jul 21, 2023
Trading Setting
Threshold 1.62%
Type
Stocks
Category
Energy, clean energy, trend-following, tactical allocation, momentum, treasuries, technology, leveraged etns
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
COP
ConocoPhillips
Stocks
CVE
Cenovus Energy Inc.
Stocks
CVX
Chevron Corporation
Stocks
DBO
Invesco DB Oil Fund
Stocks
DINO
HF Sinclair Corporation
Stocks
ENPH
Enphase Energy, Inc.
Stocks
FAN
First Trust Global Wind Energy ETF
Stocks
ICLN
iShares Global Clean Energy ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toENPH, QQQ, OILK, VLOandSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.45%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 3.56%. 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 the symphony, 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.