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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 rules-based rotation that reads extreme moves in commodity ETFs. Hot readings hedge with volatility or gold; cold readings buy dips or jump into leveraged stock funds. If no signal, it holds T‑Bills. Very aggressive and fast‑moving.
NutHow it works
Each day it watches commodity ETFs—timber (WOOD/CUT), steel (SLX), copper (COPX/CPER/DBB), rare earths (REMX), palladium (PALL), broad commodities (DBC/SDCI), agriculture/food (VEGI/PBJ/SOYB), natural resources (GNR/IGE). It checks RSI (a 0–100 “speedometer” for recent price moves) and big 1‑day jumps/drops. If readings are very hot, it shifts to protection (volatility UVXY or gold UGL). If very cold, it buys the dip or uses high‑octane stock funds (SOXL/TQQQ/SPXL). If no signal, it parks in T‑Bills (BIL). Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: ~34.8% annualized vs SPY 14.7%, higher Sharpe (~0.86) and Calmar (~1.48). Daily commodity rotations with hedges target stronger growth for investors who can tolerate larger drawdowns (~23.5%).

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Invest in this strategy
OOS Start Date
Nov 9, 2024
Trading Setting
Daily
Type
Stocks
Category
Commodities, tactical rotation, momentum/mean-reversion, leveraged etfs, volatility hedging, cross-asset, daily rebalanced
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 34.76%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 23.50%. 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, crypto, and options.