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Symphonies
The natty gas volatility monster
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily rules-based natural-gas trader. It classifies gas by volatility, tests trend and overbought/oversold, and sees if near-term contracts outpace long-dated. Then it buys UNL, shorts via KOLD, or rotates into diversifiers (QQQ, GLD, TLT, YCS) until conditions improve.
NutHow it works
Each day it buckets natural gas by how jumpy it is using UNL (an ETF holding 12 months of gas futures). It checks: is volatility rising or falling, is price trending (EMA), and is gas overbought/oversold (RSI). It also sees if near‑term gas (UNG) is outrunning UNL. Then it goes long UNL, shorts via KOLD (2x inverse), or parks in diversifiers (e.g., QQQ, GLD, TLT, YCS) until a better gas setup returns.
CheckmarkValue prop
Diversified, rules-based gas strategy with low beta and positive out-of-sample risk-adjusted returns. Offers non-correlated exposure and hedging potential to complement the S&P 500, helping diversification when markets swing.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.730.160.010.07
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
633.36%14.94%1.75%5.97%0.91
The natty gas volatility monster
1,828,366.01%98.58%31.9%57.46%2.03
Initial Investment
$10,000.00
Final Value
$182,846,600.78
Regulatory Fees
$447,060.12
Total Slippage
$3,190,526.08
Invest in this strategy
OOS Start Date
Nov 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Natural gas, volatility regimes, trend + mean reversion, etfs, leveraged etfs, cross-asset hedges, daily rebalancing
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CWB
State Street SPDR Bloomberg Convertible Securities ETF
Stocks
GDX
VanEck Gold Miners ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
ITA
iShares U.S. Aerospace & Defense ETF
Stocks
ITB
iShares U.S. Home Construction ETF
Stocks
KOLD
ProShares UltraShort Bloomberg Natural Gas
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SMN
ProShares UltraShort Materials
Stocks
SOXX
iShares Semiconductor 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 natty gas volatility monster" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"The natty gas volatility monster" is currently allocated toKOLD, SOXXandGLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "The natty gas volatility monster" has returned 23.70%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "The natty gas volatility monster" is 25.02%. 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 natty gas volatility monster", 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.