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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 gold‑focused, 1‑day mean‑reversion strategy. It hides in short‑term Treasuries when market fear is high, holds gold when calm, and in moderate markets fades big daily moves in gold using 2× leveraged long or inverse funds.
NutHow it works
It first reads a market “fear” gauge (a volatility fund) and scores it 0–100. When fear is extreme/high it parks in short‑term U.S. Treasuries. When fear is very low it holds plain gold funds. In medium fear, it bets on next‑day snapbacks: after sharp gold drops it adds 2× long gold/miner funds; after sharp pops it adds 2× inverse. Size scales with the move.
CheckmarkValue prop
Diversified, regime-aware gold strategy with low beta (~0.12) to the S&P, offering inflation hedging and disciplined risk control. Out-of-sample: ~11.6% annualized, Calmar ~0.51. A complementary sleeve for portfolio diversification.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.150.0300.04
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
404.59%13.96%-0.15%0.4%0.85
Gold 1D MR
496.59%15.51%34.82%39.71%1
Initial Investment
$10,000.00
Final Value
$59,659.13
Regulatory Fees
$436.15
Total Slippage
$2,585.74
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, commodities, miners, treasuries
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 toGLD, IAUandSGOL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Gold 1D MR" has returned 21.53%. 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.