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Symphonies
Diversify with Gold & the Dollar
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A monthly mix of gold (GLD) and the U.S. dollar (UUP), tilted toward whichever has been calmer recently, to act as a simple volatility hedge without the costs and drag of VIX futures.
NutHow it works
Each month it splits your money between two funds: GLD (tracks gold) and UUP (benefits when the U.S. dollar strengthens vs major currencies). It looks at about a month of recent price swings and puts more in the calmer one. Then it rebalances monthly. This pairing aims to steady a stock portfolio during market stress without using VIX futures.
CheckmarkValue prop
Defensive GLD/UUP strategy using inverse-vol weighting. vs the S&P 500, it shows far lower drawdowns (~3.3% vs ~22%), higher risk-adjusted return (Sharpe ~2.02 vs ~0.82), and solid long-run gains with capital preservation.

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Invest in this strategy
OOS Start Date
Feb 13, 2022
Trading Setting
Monthly
Type
Stocks
Category
Defensive, diversification, gold, u.s. dollar, safe haven, volatility-based, inverse-vol, monthly rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 11.12%. 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, crypto, and options.