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Symphonies
Gold 1D MR
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical gold strategy that switches among gold, short‑term Treasuries, and 2x long/short gold positions using a market‑fear gauge and gold’s 1‑day move, aiming to profit from quick reversals while de‑risking in stress.
NutHow it works
It first reads a market “fear” gauge (the UVXY fund) to pick a mode. - Very calm: hold gold funds (GLD/IAU/SGOL). - Low or extreme fear: park in short‑term Treasuries (SHY). - Medium fear: bet that big 1‑day moves in gold will snap back, scaling from unlevered gold to 2x long or 2x short. In high fear, hold SHY unless gold is above its 5‑day average.
CheckmarkValue prop
Diversified, low-beta exposure with a volatility-regime approach to gold. Out-of-sample beta ~0.12 and SHY hedges in fear spikes, delivering distinct diversification and a measured risk-adjusted profile (Calmar ~0.51) vs. SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.0300.03
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
407.76%14.05%1.75%5.97%0.85
Gold 1D MR
414.59%14.18%29.87%36.15%0.91
Initial Investment
$10,000.00
Final Value
$51,458.50
Regulatory Fees
$404.41
Total Slippage
$2,377.52
Invest in this strategy
OOS Start Date
Oct 7, 2022
Trading Setting
Threshold 8%
Type
Stocks
Category
Gold, commodities, tactical, mean reversion, volatility regime, leveraged etfs, inverse etfs, short‑term bonds
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
DUST
Direxion Daily Gold Miners Index Bear 2X Shares
Stocks
DZZ
DB Gold Double Short ETN due February 15, 2038
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GLL
ProShares UltraShort Gold
Stocks
IAU
iShares Gold Trust
Stocks
JDST
Direxion Daily Junior Gold Miners Index Bear 2X Shares
Stocks
JNUG
Direxion Daily Junior Gold Miners Index Bull 2X Shares
Stocks
NUGT
Direxion Daily Gold Miners Index Bull 2X Shares
Stocks
SGOL
abrdn Physical Gold Shares ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond 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.

"Gold 1D MR" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Gold 1D MR" is currently allocated toSHY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Gold 1D MR" has returned 20.32%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Gold 1D MR" is 22.92%. 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 "Gold 1D MR", 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.