Skip to Content
Symphonies
Energy Momentum V3 (Final)
Today’s Change
—

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

About

Energy trend-and-momentum portfolio. Half times the broad energy ETF (XLE) on/off. The other half rotates among natural gas, clean energy, and oil—owning strong uptrends, using leveraged long/short notes sparingly, or parking in T-bills/Treasuries when weak.
NutHow it works
Daily-rebalanced, 4 sleeves: 1) Natural gas: If gas stocks (FCG) trend up, hold FCG + a 10% tilt via BOIL (2x long) or KOLD (−2x). If not, hold UNG or T‑bills (SHY/SHV). 2) Clean energy: Own ICLN/TAN/FAN only when above long‑term trend; else SHV. 3) Oil: If crude trends up, choose NRGU (3x oil majors) or OILK; after big drops use the strongest oil/refiner stocks. If down, rotate to NRGD (−3x), Treasuries (IEF), or leaders. 4) Broad energy: Own XLE when trending up; else SHV.
CheckmarkValue prop
Energy-trend strategy with strong risk-adjusted performance vs the S&P 500: Calmar 2.49, beta ~0.27, ~19% OOS annualized return with ~7.7% max drawdown. Diversified gas/oil/clean-energy exposure with disciplined risk controls.

Loading backtest data...

Invest in this strategy
OOS Start Date
Jan 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Energy, momentum, trend-following, commodities, equities, leveraged/inverse, sector rotation, treasuries, daily rebalanced
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, OILK, VLO, SHVandXLE. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Energy Momentum V3 (Final)" has returned 32.15%. 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.