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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 toggle between gold (GLD) and T‑bills (BIL). If gold isn’t “too hot,” it favors the recent 20‑day winner; if gold is hot, it hides in BIL. A final step oddly prefers the recent 7‑day loser, so it often ends up in BIL/cash.
NutHow it works
It watches two ETFs: GLD (gold) and BIL (cash‑like T‑bills). Daily: If gold’s 5‑day RSI (a 0–100 “speed” gauge) is below 65, put ~75% into whichever of GLD or BIL did better over the last 20 days. If RSI is 65+ (gold looks hot), put that 75% in BIL. A quirky final step then prefers the weaker of the last 7 days between this mix and BIL, often leaving extra in BIL/cash.
CheckmarkValue prop
Out-of-sample results show stronger risk-adjusted performance vs the S&P 500: Sharpe ~1.18 vs ~0.96, Calmar ~1.78, and much smaller drawdown (~6% vs ~19%). A gold/cash tilt provides defense with competitive risk-adjusted gains.
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
518.47%10.26%-1.77%0.2%0.59
⚞(⦾.⦾)⚟ | Everyday GLD Rush
100.51%3.8%3.55%15.5%0.58
Initial Investment
$10,000.00
Final Value
$20,051.42
Regulatory Fees
$231.76
Total Slippage
$1,538.64
Invest in this strategy
OOS Start Date
Oct 30, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, gold vs t‑bills, momentum/rsi, daily rebalancing, defensive, cash‑heavy
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 19.72%. 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, and options.