Skip to Content
Symphonies
Oil (33.1, 26.2, 2010)
Today’s Change
—

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

About

Rules-based crude‑oil sleeve that buys aggressive oil on deep dips, buys Brent when global risk is hot, trends with WTI when up, shorts tactically when momentum falters, and moves to T‑Bills when conditions are poor. Rebalanced daily.
NutHow it works
Daily crude‑oil strategy rotating among long oil (UCO/BNO/DBO), short oil (SCO), or T‑Bills (BIL). Order: 1) Oversold: if UCO’s RSI is extremely low on 10/14/20‑day windows, buy UCO (2× long). 2) Risk‑on: if emerging‑markets stocks (EEM) have very high RSI, buy BNO (Brent). 3) Trend: if DBO > 130‑day average, hold DBO when 8‑day EMA > 65‑day avg, else SCO; if not, hold BIL. RSI=0–100 heat meter; moving average=trend; EMA=faster avg.
CheckmarkValue prop
Pros: low equity beta (~0.02) and potential oil-cycle diversification; risk-managed via macro signals. Cons: OOS return -4.1% vs SPY +29.1%, max drawdown 19.4% vs 5.1%, Calmar -0.21, Sharpe -0.08. Best as a small diversifier, not core equity.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.310.0900.06
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
707.11%14.17%-1.77%0.2%0.86
Oil (33.1, 26.2, 2010)
10,490.18%34.42%56.4%75.74%1.3
Initial Investment
$10,000.00
Final Value
$1,059,017.89
Regulatory Fees
$2,338.98
Total Slippage
$13,556.58
Invest in this strategy
OOS Start Date
Jun 23, 2025
Trading Setting
Daily
Type
Stocks
Category
Commodities, crude oil, tactical rotation, trend following, mean reversion, leveraged etfs, daily rebalance, risk-on/off
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BNO
United States Brent Oil Fund, LP
Stocks
DBO
Invesco DB Oil Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
SCO
ProShares UltraShort Bloomberg Crude Oil
Stocks
UCO
ProShares Ultra Bloomberg Crude Oil
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.

"Oil (33.1, 26.2, 2010)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Oil (33.1, 26.2, 2010)" is currently allocated toDBO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Oil (33.1, 26.2, 2010)" has returned 79.88%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Oil (33.1, 26.2, 2010)" is 19.37%. 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 "Oil (33.1, 26.2, 2010)", 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.