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

About

Own a broad commodities fund (PDBC) in uptrends, step to T‑Bills if the move is overheated, and in downtrends hold a calmer mix of U.S. stocks, Treasuries, and gold—only buying PDBC on rare, very oversold dips. Rebalanced daily.
NutHow it works
Daily, it checks a broad commodities fund (PDBC). If PDBC’s price is above its 50-day average (uptrend), it holds PDBC—except when a 2-day “heat” score (RSI) is >95, then it parks in T-Bills (BIL). If below the 50-day average (downtrend), it holds a low-vol mix of U.S. stocks (SPY), Treasuries (IEF, TLT) and gold (GLD), unless RSI is <2.5, then it briefly buys PDBC. RSI is a 0–100 2-day “too hot/too cold” score.
CheckmarkValue prop
Better risk-adjusted, out-of-sample results than the S&P: oos Sharpe ~1.34 vs ~0.97, Calmar ~2.37, max drawdown ~7% vs ~19%, plus a cash hedge in heat—delivering steadier gains with less pain in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.070.170.050.23
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
306.29%13.47%-0.15%0.4%0.8
RSI 2 Commodities
167.55%9.28%3.91%10.19%0.76
Initial Investment
$10,000.00
Final Value
$26,754.57
Regulatory Fees
$264.31
Total Slippage
$1,373.26
Invest in this strategy
OOS Start Date
Sep 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Commodities, trend following, tactical allocation, rsi mean reversion, inverse-vol, multi-asset
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond 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.

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

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

Year-to-date, "RSI 2 Commodities" has returned 17.60%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RSI 2 Commodities" is 6.99%. 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 "RSI 2 Commodities", 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.