Wild West Trading of Natural Gas Using Optimized ETF Ratios
Today’s Change (Sep 12, 2026)
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About
Daily natural‑gas swing trader: buys gas after commodity “washouts,” shorts it when risk assets look overheated, and otherwise toggles between 2× long (BOIL) and 2× short (KOLD) using simple trend checks. High risk, low correlation.
It trades natural‑gas funds: UNG/UNL (long gas), BOIL (2× long), KOLD (−2× short). Step 1: if a “pressure gauge” called RSI on a broad commodity fund (DBC) shows extreme selling (very low), it buys gas (UNG/UNL). Step 2: if parts of the stock market look overheated (RSI very high on high‑beta stocks/semis), it shorts gas (KOLD). Step 3: otherwise it flips long/short using recent trend checks (bonds vs stocks, etc.). Rebalances daily; very volatile.
Out-of-sample tested natural-gas swing strategy: buys after washouts, shorts on overheating risk, and toggles 2x long/short. Low correlation to the S&P 500, offers diversification, and targets higher risk-adjusted returns in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.92 | -0.09 | 0 | -0.05 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 460.66% | 14.28% | -0.81% | 3.86% | 0.87 | |
| 7,356,773.37% | 138.11% | 5.97% | 0.83% | 3.22 |
Initial Investment
$10,000.00
Final Value
$735,687,336.60Regulatory Fees
$877,955.17
Total Slippage
$8,270,908.15
Invest in this strategy
OOS Start Date
Sep 11, 2026
Trading Setting
Daily
Type
Stocks
Category
Commodities,natural gas,tactical,leveraged etfs,mean reversion,trend/momentum,daily rebalance,high volatility,non-correlated
Tickers in this symphonyThis symphony trades 33 assets in total
Ticker
Type
ACWI
iShares MSCI ACWI ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BNDX
Vanguard Total International Bond ETF
Stocks
CWB
State Street SPDR Bloomberg Convertible Securities ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DGT
State Street SPDR Global Dow ETF
Stocks
EWZ
iShares MSCI Brazil ETF
Stocks
IGSB
iShares Trust iShares 1-5 Year Investment Grade Corporate Bond ETF
Stocks
IHF
iShares U.S. Healthcare Providers ETF
Stocks
IWC
iShares Micro-Cap ETF
Stocks