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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-vs-cash rotation: if energy momentum (RSI of EDC) > 60, go all-in on BNO (oil); otherwise park in BIL (cash). Simple, momentum-based, single-asset exposure with daily rebalance.
NutHow it works
- Each day, compute the 30-day RSI of the energy ticker EDC. - If RSI(30) on EDC is greater than 60, allocate 100% of the portfolio to BNO (oil). - If RSI(30) on EDC is not greater than 60, allocate 100% of the portfolio to BIL (short-term U.S. Treasuries, a cash-like asset). - Rebalance daily, selling the current position and buying the new one to maintain full exposure to a single asset. - The result is a simple oil-vs-cash rotation driven by momentum in the energy signal, not a diversified multi-asset mix. - Note: while the wrapper mentions cash-equal weighting, the inner logic effectively produces a single-asset allocation at any rebalance.
CheckmarkValue prop
Out-of-sample edge: 34.2% annualized return vs S&P ~29%, Calmar 3.30, and beta ~0.10—low market sensitivity with strong risk-adjusted gains. Drawdowns can be larger (~10%), but oil momentum aims for higher upside.
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
707.11%14.17%-1.77%0.2%0.86
Oil signal 2
457.98%11.52%17.64%33.73%1.27
Initial Investment
$10,000.00
Final Value
$55,798.41
Regulatory Fees
$120.37
Total Slippage
$727.87
Invest in this strategy
OOS Start Date
Jun 23, 2025
Trading Setting
Daily
Type
Stocks
Category
Momentum, binary rotation, energy exposure, cash-like hedge, daily rebalance
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 MSCI Emerging Markets Bull 3X 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 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 63.50%. 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.