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Symphonies
Energy Momentum V3 (Final)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, equal‑weighted energy strategy that rides uptrends in natural gas, oil, and clean energy. Uses short‑ vs long‑term trend checks to rotate among ETFs/stocks (sometimes leveraged or inverse) and shifts to Treasuries when weak.
NutHow it works
It splits money evenly into 4 sleeves: Natural Gas, Oil, Clean Energy, and broad Energy (XLE). Each sleeve buys only when prices trend up (recent vs longer‑term averages) and, at times, uses a short‑term “heat check” (RSI) to pick between similar choices. If trends weaken, it parks in Treasuries (SHV/SHY/IEF) or briefly hedges with inverse funds. Rotates among FCG/UNG/BOIL/KOLD (nat gas); NRGU/OILK/top oil stocks/NRGD (oil); ICLN/TAN/FAN (clean energy); XLE. Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: ~19% annualized return, Calmar 2.49, Sharpe 1.06, max drawdown ~7.68%. A diversified energy-rotation strategy that aims for alpha and stronger risk control vs. the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.210.310.090.31
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
29.19%33.39%-0.78%3.09%1.65
Energy Momentum V3 (Final)
28.4%32.48%12.62%18.63%1.59
Initial Investment
$10,000.00
Final Value
$12,840.01
Regulatory Fees
$11.05
Total Slippage
$52.06
Invest in this strategy
OOS Start Date
Jan 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Energy, trend-following, momentum, tactical rotation, commodities, oil, natural gas, clean energy, leveraged etfs, inverse etfs, treasuries
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
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
FCG
First Trust Natural Gas ETF
Stocks
ICLN
iShares Global Clean Energy 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.

"Energy Momentum V3 (Final)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Energy Momentum V3 (Final)" is currently allocated toENPH, FCG, KOLD, CVE, OILK, ICLN, XLE, TANandFAN. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Energy Momentum V3 (Final)" has returned 32.67%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Energy Momentum V3 (Final)" is 7.64%. 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 "Energy Momentum V3 (Final)", 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.