Skip to Content
Symphonies
Frontrunner: UGL
Today’s Change
—

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

About

A daily, event‑triggered mean‑reversion plan: when gold (via UGL) has a very big up or down day, it buys the day’s biggest loser among a few high‑octane funds (stocks or volatility). Otherwise it sits in T‑bills (BIL).
NutHow it works
Each day, look at UGL (a fund that moves about 2× the price of gold). If UGL rose more than +4.5% today, buy the single worst performer today among: SVXY (short VIX/short volatility), TQQQ (3× Nasdaq 100), UPRO (3× S&P 500). If UGL fell more than −5.5% today, buy the worst of: UVXY (long VIX/long volatility) and TQQQ. Otherwise, hold BIL (T‑bills/cash‑like). Rebalance daily.
CheckmarkValue prop
Out-of-sample: 13.5% max drawdown vs SPY ~18.8%, 7.25% annualized return. A risk-managed, trigger-driven approach that mostly stays in cash, aiming for smoother results and better downside control than SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.2-00-0
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
644.38%14.88%-2.54%-4.14%0.91
Frontrunner: UGL
1,171.21%19.21%1%18.65%0.87
Initial Investment
$10,000.00
Final Value
$127,120.83
Regulatory Fees
$395.27
Total Slippage
$2,303.64
Invest in this strategy
OOS Start Date
Oct 27, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, mean reversion, leveraged etfs, volatility, gold trigger, daily rebalance, risk-on/risk-off
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UGL
ProShares Ultra Gold
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
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.

"Frontrunner: UGL" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Frontrunner: UGL" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Frontrunner: UGL" has returned 16.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Frontrunner: UGL" is 13.54%. 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 "Frontrunner: UGL", 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.