Skip to Content
Symphonies
V3 / Gas - Commodity Rotation - Long/Short - Modified by WaywardSon
Today’s Change
—

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

About

Daily, tactical oil/gas strategy. Uses short-term trend to go long leveraged energy ETFs, or short via inverse ETFs when trend turns down. If signals are mixed, rotates across other commodity funds or T‑bills. High risk/volatility.
NutHow it works
Each day it checks energy’s short-term trend using DBE (an energy‑futures fund). If the 3‑day average price is above the 7‑day, it buys one leveraged bullish oil/gas fund (e.g., BOIL=2x nat gas; GUSH/ERX=2–3x energy). If trend is weak but was recently strong, it “buys the dip.” If trend turns down, it uses inverse funds (KOLD/DRIP/ERY), sometimes splitting across several. If signals are mixed, it rotates among other commodity funds (DBO=oil, UNG=gas, URA=uranium, DBA=agri, DBB=metals, DBC=broad) or parks in BIL (T‑bills). Very volatile; rebalances daily.
CheckmarkValue prop
Equity-like upside around 22.46% with far lower market sensitivity (beta ~0.52) and built-in energy/commodity diversification. Potential alpha and inflation hedge vs SPY, but expect higher volatility and drawdowns up to ~53% in downturns.

Loading backtest data...

Invest in this strategy
OOS Start Date
Dec 21, 2022
Trading Setting
Daily
Type
Stocks
Category
Commodities, energy, long/short, leveraged etfs, tactical, trend-following, mean reversion, 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 ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
ERY
Direxion Daily Energy Bear 2X 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 toUNGandDBO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 22.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 53.51%. 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, and options.