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Symphonies
Oil and Volatility
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily oil signal drives switches among oil (NRGU), cash (SHV), a bet on calmer markets (SVXY), or a bet on rising fear (VIXM). Very weak oil → NRGU; sharp drop+weak → cash; drop+stabilizing → SVXY; very strong → VIXM; else cash.
NutHow it works
Each day it reads Big Oil via NRGU (a 3× Big Oil note). It uses RSI (0–100 gauge of recent price speed: low=fallen fast, high=rising fast) and 9‑day drawdown (recent peak‑to‑trough drop). Rules: very weak (RSI<12) → buy NRGU; big recent drop and still weak → hold SHV (T‑bills); big drop but stabilizing → buy SVXY (benefits if volatility calms); otherwise, if very strong (RSI>78) → buy VIXM (rising volatility); else SHV.
CheckmarkValue prop
Diversify with a low-beta, rule-driven oil/volatility sleeve. Out-of-sample Sharpe ~0.81 and Calmar ~0.72 with 0.47 beta to the S&P, offering risk management and distinct return drivers when stocks swing.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.060.470.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
32.62%24.55%1.36%13.5%1.29
Oil and Volatility
21.25%16.17%-0.33%11.31%0.81
Initial Investment
$10,000.00
Final Value
$12,124.90
Regulatory Fees
$7.85
Total Slippage
$62.58
Invest in this strategy
OOS Start Date
Jan 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Energy, volatility, tactical timing, leveraged etn, daily rebalance, risk-on/risk-off
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
NRGU
MicroSectors U.S. Big Oil 3x Leveraged ETNs due February 17, 2045
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
VIXM
ProShares VIX Mid-Term Futures 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.

"Oil and Volatility" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Oil and Volatility" is currently allocated toSVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Oil and Volatility" has returned 16.18%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Oil and Volatility" is 22.55%. 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 and Volatility", 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.