Skip to Content
Symphonies
Diversify with Gold & the Dollar
Today’s Change
—

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

About

A simple monthly mix of gold (GLD) and the US dollar (UUP), giving more weight to whichever has been calmer recently. It aims to cushion market turbulence without relying on VIX futures.
NutHow it works
Each month the strategy looks at how bumpy the last ~1 month has been for two funds: GLD (gold prices) and UUP (the US dollar versus major currencies). It puts more money in the one that’s been calmer and less in the jumpier one, then repeats monthly. The goal is steadier, defensive performance.
CheckmarkValue prop
Defensive gold/USD mix rebalanced monthly to ride calmer markets. Out-of-sample: max drawdown 3.3% vs 22% for the S&P, Calmar 3.39, Sharpe ~2.05, near-zero beta, solid risk-adjusted returns. Diversify and reduce volatility in a stock portfolio.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.06-0.040.01-0.12
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
570.12%10.57%-1.77%0.2%0.61
Diversify with Gold & the Dollar
164.37%5.27%2.97%4.56%0.88
Initial Investment
$10,000.00
Final Value
$26,436.95
Regulatory Fees
$8.68
Total Slippage
$37.94
Invest in this strategy
OOS Start Date
Feb 13, 2022
Trading Setting
Monthly
Type
Stocks
Category
Defensive, safe haven, volatility hedge, commodities, currency, tactical allocation, inverse-vol weighting
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
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.

"Diversify with Gold & the Dollar" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Diversify with Gold & the Dollar" is currently allocated toGLDandUUP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Diversify with Gold & the Dollar" has returned 11.64%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Diversify with Gold & the Dollar" is 3.30%. 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 "Diversify with Gold & the Dollar", 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.