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Symphonies
Frontrunner: Wood, Steel, Copper, REMX, DBB, Palladium, DBC, PBJ, GNR, CUT, SDCI, SOYB, BOAT, SEA
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, tactical “market thermometer” that watches commodity ETFs. Big, hot moves steer it into volatility/bear funds; big slumps steer it into leveraged stock bulls. No clear signal? It sits in T‑bills. Very aggressive and fast‑moving.
NutHow it works
Each day it reads commodity “thermometers” (timber WOOD/CUT, steel SLX, copper COPX/CPER, rare earths REMX, base metals DBB, palladium PALL, broad DBC/SDCI, agriculture VEGI/SOYB, natural resources GNR/IGE, food PBJ). If they spike or look overheated (via a recent‑moves score called RSI), it buys volatility/bear funds (UVXY, VIXY, SQQQ, SOXS). If they plunge or look washed‑out, it buys leveraged stock bulls (SOXL, TQQQ, SPXL/UPRO, TECL). If no signal, it parks in T‑bills (BIL).
CheckmarkValue prop
Out-of-sample, this strategy targets ~30.6% annual return with Sharpe ~0.81, beating the S&P’s ~14.7%. Daily rotations into volatility/leveraged ETFs offer higher upside with disciplined risk; max drawdown ~23.5% vs ~18.8% for the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.07-0.310.02-0.12
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
182.84%14.33%-0.15%0.4%0.79
Frontrunner: Wood, Steel, Copper, REMX, DBB, Palladium, DBC, PBJ, GNR, CUT, SDCI, SOYB, BOAT, SEA
123,553.47%150.14%13.11%-16.71%2.11
Initial Investment
$10,000.00
Final Value
$12,365,347.26
Regulatory Fees
$48,276.54
Total Slippage
$336,028.95
Invest in this strategy
OOS Start Date
Nov 9, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, commodities signals, volatility, leveraged etfs, momentum/mean reversion, daily rebalance
Tickers in this symphonyThis symphony trades 28 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
COPX
Global X Copper Miners ETF (NEW)
Stocks
CPER
United States Copper Index Fund
Stocks
CUT
Invesco MSCI Global Timber ETF
Stocks
DBB
Invesco DB Base Metals Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GNR
State Street SPDR S&P Global Natural Resources ETF
Stocks
IGE
iShares North American Natural Resources ETF
Stocks
PALL
abrdn Physical Palladium Shares ETF
Stocks
PBJ
Invesco Food & Beverage 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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 10.81%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 34.93%. 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.