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Symphonies
Short Natural Gas Using Optimized ETF Ratios
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily-switch natural gas strategy: if long-term US Treasury bonds recently beat US stocks, it shorts gas with KOLD (-2x). Otherwise it goes long gas with UNG. Aims for high, non‑correlated returns but can be very volatile.
NutHow it works
Each day it checks which did better over the last 14 days: TLT (a fund of long-term US Treasury bonds) or VTI (a fund of the total US stock market). If bonds beat stocks, it buys KOLD (a fund that moves about -2x the daily price of natural gas). Otherwise it buys UNG (a fund that tracks natural gas). It rebalances daily. The other listed rules are currently switched off.
CheckmarkValue prop
Out-of-sample edge: Sharpe 7.28 vs S&P 3.56, annualized return ~348% vs ~37%, negative beta to equities, low drawdown, and strong Calmar. A high-volatility, low-correlation strategy that boosts risk-adjusted returns versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.81-0.210.01-0.08
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
403.11%14.1%1.16%2.74%0.85
Short Natural Gas Using Optimized ETF Ratios
425,142.79%97.84%-3.21%6.13%1.79
Initial Investment
$10,000.00
Final Value
$42,524,279.36
Regulatory Fees
$53,781.11
Total Slippage
$354,966.98
Invest in this strategy
OOS Start Date
Dec 16, 2025
Trading Setting
Daily
Type
Stocks
Category
Natural gas, commodities, long/short, leveraged inverse, tactical, non-correlated, daily rebalance, rule-based
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
ACWI
iShares MSCI ACWI ETF
Stocks
IHF
iShares U.S. Healthcare Providers ETF
Stocks
IWC
iShares Micro-Cap ETF
Stocks
KOLD
ProShares UltraShort Bloomberg Natural Gas
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
MDY
SPDR S&P MidCap 400 ETF Trust
Stocks
NEAR
iShares Short Duration Bond Active ETF
Stocks
PFF
iShares Trust iShares Preferred and Income Securities ETF
Stocks
PICB
Invesco International Corporate Bond ETF
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUNGandKOLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 237.06%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 1.73%. 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 the symphony, 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.