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Symphonies
Oil signal 2
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily switch: own Brent oil (BNO) only when a strength score of a high‑octane emerging‑markets fund (EDC) is above 60; otherwise park in short‑term T‑Bills (BIL). EDC is just a signal—not traded—used as a risk‑on/off thermometer.
NutHow it works
Each day the strategy checks a simple “strength score” (RSI) of EDC, a fund that magnifies moves in emerging‑market stocks. RSI runs 0–100; above 60 means strong recent gains. If RSI > 60: buy BNO (Brent crude oil). Else: hold BIL (1–3 month U.S. Treasury bills). It holds 100% in one and rechecks daily.
CheckmarkValue prop
Low-beta oil-timing strategy with a simple risk-on/off rule. Out-of-sample: ~15.7% annualized return, Calmar 1.51, Sharpe 1.06, and SPY beta ~0.09 — adds diversification and risk control to a core S&P portfolio.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.090.0200.04
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
721.01%14.56%1.36%5.73%0.88
Oil signal 2
316.71%9.65%0.33%-5.34%1.17
Initial Investment
$10,000.00
Final Value
$41,671.29
Regulatory Fees
$114.26
Total Slippage
$689.24
Invest in this strategy
OOS Start Date
Jun 23, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, momentum, tactical allocation, commodities, oil, risk-on/risk-off
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.

"Oil signal 2" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Oil signal 2" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Oil signal 2" has returned 15.71%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Oil signal 2" is 10.38%. 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 signal 2", 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.