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Symphonies
Interstellar | Commodities Macro Momentum V2
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, trend-following commodities strategy. When DBC’s trend is strong, it owns broad commodities, metals/mining stocks, and agriculture. When trends weaken, it moves to T‑bills or the two strongest assets (gold/silver/oil/copper/treasuries/staples), often holding some cash.
NutHow it works
It uses DBC (a broad commodities fund) as its dashboard. “Avg” below means average price over N days. • If DBC’s 100‑day avg > 252‑day and 50‑day > 100‑day: hold equally DBC, XME (metals/mining stocks), DBA (agriculture). • If 50‑day isn’t above 100‑day: sit in SHV (T‑bills). • If 100‑day ≤ 252‑day: put ~60% in the 2 strongest of GLD (gold), SLV (silver), DBO (oil), FCG (nat‑gas stocks), DBA, DBC, XME, CPER (copper), WOOD (timber), IEF (Treasuries), TBX (short Treasuries), XLP (staples); rest cash. Rebalance on signal changes or ~5% drift.
CheckmarkValue prop
Diversified, rules-based trend strategy shifting between pro-cyclical commodities and defensives. Out-of-sample: ~14.35% annualized; max drawdown ~19.53%; Sharpe ~0.92; beta ~0.39—lower market sensitivity and inflation hedges vs the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.170.350.020.14
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
537.77%15.03%1.75%5.97%0.92
Interstellar | Commodities Macro Momentum V2
513.36%14.69%0.01%16.96%0.52
Initial Investment
$10,000.00
Final Value
$61,336.33
Regulatory Fees
$146.59
Total Slippage
$879.08
Invest in this strategy
OOS Start Date
Dec 28, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Commodities, trend-following, momentum, tactical, gold, oil, agriculture, metals & mining, precious metals, treasuries, defensive stocks
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
CPER
United States Copper Index Fund
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
FCG
First Trust Natural Gas ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SLV
iShares Silver Trust
Stocks
TBX
ProShares Short 7-10 Year Treasury
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 toXME, DBAandDBC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 13.00%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 19.53%. 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.