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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 oil-timing model: if emerging‑market momentum is strong (EDC’s 30‑day RSI > 60), go 100% into BNO (Brent oil ETF); otherwise hold BIL (T‑bill ETF). A simple risk-on/risk-off switch between oil and cash-like safety.
NutHow it works
Each day, the strategy checks a simple “strength score” (RSI) for EDC, an aggressive fund tied to emerging‑market stocks. If that 30‑day score is above 60 (showing strong momentum), it buys BNO, an ETF that tracks global oil prices (Brent). Otherwise it holds BIL, a T‑bill ETF that acts like cash. In plain terms: when global risk appetite looks strong, bet on oil; when it doesn’t, stay in cash‑like T‑bills.
CheckmarkValue prop
Out-of-sample, this oil-timing strategy targets higher upside (≈34.2% annualized vs 29.1% for SPY) with solid risk-adjusted metrics (Calmar ≈3.30, alpha ≈0.28%). 100% in oil on EM momentum, otherwise cash; note drawdowns can be larger (≈10.4% vs SPY’s 5.1%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.0200.04
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
719.77%14.31%0.54%-0.34%0.87
Oil signal 2
457.37%11.54%16.64%33.73%1.27
Initial Investment
$10,000.00
Final Value
$55,737.45
Regulatory Fees
$120.37
Total Slippage
$727.87
Invest in this strategy
OOS Start Date
Jun 23, 2025
Trading Setting
Daily
Type
Stocks
Category
Commodities, oil, momentum, trend following, tactical allocation, risk-on/risk-off, market timing
Tickers in this symphonyThis symphony trades 3 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
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
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 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 66.48%. 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, and options.