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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

A tactical commodities strategy: mostly hold PDBC when the trend is up, step into T‑Bills when it gets too “hot,” and rotate into a low‑volatility blend of stocks, bonds, and gold when the trend is down. Rebalanced daily.
NutHow it works
Main holding is PDBC, a broad commodities ETF (energy, metals, agriculture). First, a trend check: if PDBC is above its 50‑day average (typical price over ~10 weeks), we hold it—unless a 2‑day RSI (0–100 “heat” gauge) is >95, then we park in BIL (T‑Bills). If PDBC is below its 50‑day average, we only buy it when RSI<2.5 (washed‑out). Otherwise we hold a low‑vol mix of SPY (US stocks), IEF/TLT (Treasuries), and GLD (gold). Rebalanced daily.
CheckmarkValue prop
Evidence-based edge: Out-of-sample Sharpe 1.34 vs SPY 0.97; Calmar 2.37; max drawdown ~7% vs ~19%; alpha ~0.13%. Higher risk-adjusted return with far lower drawdowns and commodity diversification; a strong complement to the S&P 500.

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Invest in this strategy
OOS Start Date
Sep 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Commodities, trend-following, mean reversion, tactical allocation, etf rotation, risk management
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 toPDBC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "RSI 2 Commodities" has returned 21.11%. 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.