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Symphonies
Gold and Silver 1D Mean Reversion
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily “buy the dip/sell the rip” strategy in gold and silver. It first checks a fear gauge (UVXY RSI): in panic it holds short-term Treasuries, in calm it holds metals, and in between it makes short snapback bets with 2x long or 2x inverse ETFs.
NutHow it works
Goal: buy dips and fade big pops in gold and silver, with a safety brake. Split between gold (GLD/IAU/SGOL) and silver (SLV/SIVR). Fear gauge: UVXY’s 30-day RSI (a 0–100 heat meter of recent moves). - Very high fear: park in SHY (short-term Treasuries). - Calm: hold the metals. - Moderate: after a big 1-day drop, buy with 2x funds (UGL/AGQ). After a big jump, use 2x inverse (GLL/DZZ/ZSL) for a short pullback bet. Leveraged ETFs are high risk.
CheckmarkValue prop
Out-of-sample edge: annualized return 28.15% vs SPY 22.46%, max drawdown 10.65% vs 18.76%, Sharpe 1.58 vs 1.41, Calmar 2.64. Higher upside with lower risk—an active, regime-aware metals strategy.

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Invest in this strategy
OOS Start Date
Apr 6, 2023
Trading Setting
Threshold 3%
Type
Stocks
Category
Precious metals, tactical, mean reversion, volatility filter, leveraged/inverse etfs, short-term
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
AGQ
ProShares Ultra Silver
Stocks
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

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 and Silver 1D Mean Reversion" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Gold and Silver 1D Mean Reversion" is currently allocated toSIVR, SLV, GLD, IAUandSGOL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Gold and Silver 1D Mean Reversion" has returned 41.08%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Gold and Silver 1D Mean Reversion" is 10.65%. 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 and Silver 1D Mean Reversion", 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.