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Symphonies
⚞(⦾.⦾)⚟ | Everyday GLD Rush
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, gold‑vs‑cash toggle. If gold isn’t overheated, it favors the 1‑month winner but only at 75% size. Then it contrarianly buys whichever of that choice or plain BIL had the weaker week. Often ends up in BIL or 75% GLD with 25% cash.
NutHow it works
Each day it chooses between gold (GLD) and near‑cash (BIL). If gold isn’t “too hot” (a simple heat score called RSI is below 65), it prefers the 1‑month winner (GLD or BIL) but only at 75% size (25% left in cash). Then it compares last week’s returns between that choice and plain BIL and buys the one that did worse (a bet on a short‑term bounce).
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.19, Calmar ~1.84, max drawdown ~6% vs S&P ~19%. Annualized return ~11% (lower than S&P’s ~17%), but with far better risk control, daily rebalancing, and a built-in cash cushion for steadier, more resilient growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.04-00-0.01
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
535.73%10.53%1.16%2.74%0.6
⚞(⦾.⦾)⚟ | Everyday GLD Rush
106.44%4%3.86%4.04%0.66
Initial Investment
$10,000.00
Final Value
$20,644.45
Regulatory Fees
$239.49
Total Slippage
$1,592.39
Invest in this strategy
OOS Start Date
Oct 30, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, gold vs cash, momentum + mean reversion, risk-off bias, daily rebalance
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold 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.

"⚞(⦾.⦾)⚟ | Everyday GLD Rush" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"⚞(⦾.⦾)⚟ | Everyday GLD Rush" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "⚞(⦾.⦾)⚟ | Everyday GLD Rush" has returned 11.12%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "⚞(⦾.⦾)⚟ | Everyday GLD Rush" is 6.06%. 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 "⚞(⦾.⦾)⚟ | Everyday GLD Rush", 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.