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Symphonies
V3 / Gas - Commodity Rotation - Long/Short - Modified by WaywardSon
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑driven trader for energy and commodities. It goes leveraged long after sharp drops or short‑term strength, flips to leveraged inverse funds when energy trends down, and otherwise buys commodity pullbacks or sits in T‑Bills.
NutHow it works
It watches two gauges: DBE (energy) and DBC (broad commodities). If energy has dropped sharply or short‑term strength beats medium‑term, it buys one leveraged energy bull fund (BOIL, OILU, GUSH, ERX), usually the recent laggard. If trend is down, it holds three leveraged inverse energy funds (KOLD, OILD, DRIP, ERY). Otherwise, after commodity pullbacks it rotates into 2–4 broad commodity funds; if not, it parks in T‑Bills. Rebalanced daily.
CheckmarkValue prop
Out-of-sample: ~26.8% annual return vs ~22.3% for the S&P. Daily-rebalanced energy/commodities strategy rotating leveraged longs, inverse bets, and broad baskets. Higher upside but larger drawdowns; adds diversification beyond equities.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.640.780.050.23
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
55.74%11.39%0.18%2.9%0.69
V3 / Gas - Commodity Rotation - Long/Short - Modified by WaywardSon
871.05%73.93%30.19%27.36%1.21
Initial Investment
$10,000.00
Final Value
$97,104.63
Regulatory Fees
$565.03
Total Slippage
$3,065.11
Invest in this strategy
OOS Start Date
Dec 21, 2022
Trading Setting
Daily
Type
Stocks
Category
Energy, commodities, leveraged etfs, long/short, trend/momentum, mean reversion, rotation, daily rebalance
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBB
Invesco DB Base Metals Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBE
Invesco DB Energy Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
DRIP
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X Shares
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
ERY
Direxion Daily Energy Bear 2X Shares
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 toGUSH. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.80%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 41.80%. 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.