Skip to Content
Trade options on Composer. Earn up to $200 in cash rebates!Get Started.T&Cs apply.
Symphonies
RSI 2 Commodities
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Rides a broad commodities fund (PDBC) when it’s trending up, steps into T‑bills when it gets briefly overheated, and in downtrends either grabs rare oversold bounces in PDBC or sits in a calmer mix of stocks, Treasuries, and gold sized by recent volatility.
NutHow it works
Daily check. If PDBC (a broad commodities fund) is above its 50‑day average price, hold PDBC—unless its 2‑day RSI (a 0–100 “hot/cold” score) >95, then park in BIL (T‑bills). If below the 50‑day average, buy PDBC only when RSI<2.5; otherwise hold an inverse‑vol mix of SPY/IEF/TLT/GLD (more weight to the least jumpy over 10 days).
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.09 vs SPY 0.96, Calmar 1.87, max drawdown ~7% vs ~19%. A trend-driven commodity core with cash hedges and a defensive mix reduces losses while preserving upside, improving risk-adjusted returns vs the S&P 500.
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
310.16%13.73%2.19%5.01%0.81
RSI 2 Commodities
149.22%8.68%5.42%6.14%0.72
Initial Investment
$10,000.00
Final Value
$24,922.44
Regulatory Fees
$261.40
Total Slippage
$1,357.54
Invest in this strategy
OOS Start Date
Sep 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Commodities, tactical rotation, rsi(2), moving average trend, mean reversion, defensive overlay, inverse-vol weighting, daily rebalance
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
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 toPDBC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "RSI 2 Commodities" has returned 13.06%. 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, crypto, and options.