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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

Uses oil’s short‑term moves to switch daily among: 2x oil (UCO) on deep dips, short volatility (SVXY) after a big drop that stabilizes, long volatility (VIXM) when oil runs hot, or T‑bills (SHV) when signals aren’t extreme.
NutHow it works
Every day it checks oil ETF UCO. It uses a 10‑day “hot/cold” score (RSI) and the worst 9‑day drop. - If oil is extremely cold (RSI<12): buy UCO (2x oil). - Else if oil just plunged (>13%): if still weak (RSI<25) hold SHV (T‑bills); otherwise buy SVXY (benefits when markets are calm). - Else: if oil is very hot (RSI>78) buy VIXM (benefits when fear jumps); otherwise hold SHV.
CheckmarkValue prop
Oil-based, rule-driven strategy (UCO/SVXY/VIXM/SHV). OOS: drawdown 10.7% vs SPY 18.8%, Calmar ~0.45, beta ~0.2— diversification and capital protection with steadier risk than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.450.10.32
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
671.25%15.25%-2.64%-1.35%0.93
Oil and Volatility
819.06%16.67%4.86%5.49%0.77
Initial Investment
$10,000.00
Final Value
$91,906.15
Regulatory Fees
$366.77
Total Slippage
$2,318.94
Invest in this strategy
OOS Start Date
Aug 20, 2024
Trading Setting
Daily
Type
Stocks
Category
Energy (oil), volatility timing, tactical allocation, leveraged etfs, mean reversion, risk-on/risk-off
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
UCO
ProShares Ultra Bloomberg Crude Oil
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 toVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Oil and Volatility" has returned 7.67%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Oil and Volatility" is 10.69%. 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.