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

About

Tactical gold strategy. Uses a UVXY “fear” score to choose regimes: hide in SHY during stress, hold gold when calm, and in medium stress buy dips/sell spikes in gold using 2x ETFs (sized by the day’s move). Caps this active sleeve at 70%.
NutHow it works
First, it checks a “fear gauge” (UVXY). We score its last 30 days (RSI: 0–100; higher = more recent jumps). That picks a regime: - Extreme/High fear: mostly park in short‑term Treasuries (SHY); in High fear, hold gold only if it’s above its 5‑day trend. - Medium fear: run a 1‑day mean‑reversion in gold—buy dips/sell spikes using 2x gold/miner ETFs, sizing up as the move gets bigger; cap this sleeve at 70% (rest cash). - Very Low fear: hold unlevered gold (GLD/IAU/SGOL). Low: SHY. Trades mainly when signals change (8% drift band).
CheckmarkValue prop
Regime‑driven gold strategy offers diversification vs the S&P 500: ~11.6% out‑of‑sample annualized return, low stock beta (~0.12), and built‑in risk controls (70% mean‑reversion gold sleeve, SHY in stress) to hedge equity exposure.

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Invest in this strategy
OOS Start Date
Oct 7, 2022
Trading Setting
Threshold 8%
Type
Stocks
Category
Gold, mean reversion, volatility regimes, leveraged etfs, tactical allocation, risk-on/risk-off, short-term treasuries
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
DUST
Direxion Daily Gold Miners Index Bear 2X ETF
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 ETF
Stocks
JNUG
Direxion Daily Junior Gold Miners Index Bull 2X ETF
Stocks
NUGT
Direxion Daily Gold Miners Index Bull 2X ETF
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 toGLD, IAUandSGOL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Gold 1D MR" has returned 18.16%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Gold 1D MR" is 22.81%. 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.