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 energy-focused strategy that flips long or short using simple trend checks on an energy index (DBE), then picks specific leveraged funds (BOIL/KOLD, GUSH/DRIP, ERX/ERY, OILU/OILD). If no clear signal, it rotates into weak commodity ETFs or holds cash (BIL).
NutHow it works
It’s a daily, rules-based energy/commodity trader. - It watches DBE (an energy fund). If energy just had a big pullback, it looks to go long; if not, and energy is slipping below its short-term average, it can go short. - Long side uses bullish funds tied to natural gas (BOIL), oil & gas producers (GUSH, OILU), or broad energy (ERX). Short side uses their inverse versions (KOLD, DRIP, OILD, ERY). - If a clear long/short isn’t triggered, it rotates into the most beaten-down commodity funds (oil DBO, gas UNG, uranium URA, agriculture DBA, base metals DBB, broad DBC) or moves to cash (BIL). - It tends to pick the recent laggards within each group and splits equally among picks.
CheckmarkValue prop
Out-of-sample edge: ~26.9% annualized return vs 22.6% for the S&P, plus lower beta (~0.5) and energy/commodity diversification. A rules-based rotation aims for higher long-run gains with controlled risk; expect drawdowns in stressed periods.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.60.780.050.23
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
54.81%10.93%-0.15%0.4%0.67
V3 / Gas - Commodity Rotation - Long/Short - Modified by WaywardSon
762.47%66.74%-16.46%52.84%1.14
Initial Investment
$10,000.00
Final Value
$86,246.69
Regulatory Fees
$502.27
Total Slippage
$2,770.35
Invest in this strategy
OOS Start Date
Dec 21, 2022
Trading Setting
Daily
Type
Stocks
Category
Commodities, energy, long/short, leveraged etfs, rotation, mean reversion, trend, 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 toBOIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 21.18%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 54.79%. 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.