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Symphonies
Hello Algo World! + Gold/Cash USDU
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based rotation: a 200-day S&P 500 trend sets risk-on/off, then bond and dollar trends plus simple momentum/volatility checks pick among SPY/tech/semis or defensive USD, market-neutral, gold and commodities.
NutHow it works
Daily steps: 1) If the S&P 500 (SPY) is above its 200-day average, go risk-on; else risk-off. 2) Risk-on: buy the stronger of SPY or a macro engine that, using bond (TLT) and dollar (UUP) trends, rotates into semiconductors (SMH), the U.S. dollar (USDU), a market-neutral fund (BTAL), 2x stock funds (QLD/SSO), or commodities. 3) Risk-off: if Nasdaq (QQQ) isn’t very oversold (RSI>30), choose gold (GLD), consumer staples (XLP), or that engine; if very oversold, try a tech bounce (XLK). RSI ≈ recent strength; moving averages = trend.
CheckmarkValue prop
Dynamic regime-based rotation beats the S&P in out-of-sample risk-adjusted terms: OOS return 31.45% vs 24.62%; max drawdown 8.41% vs 18.76%; Sharpe 1.72 vs 1.47; Calmar 3.74. Higher upside with smoother downside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.770.520.72
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
234.06%14.42%-0.15%0.4%0.82
Hello Algo World! + Gold/Cash USDU
760.11%27.17%6.54%8.86%1.32
Initial Investment
$10,000.00
Final Value
$86,011.09
Regulatory Fees
$255.44
Total Slippage
$1,603.95
Invest in this strategy
OOS Start Date
Oct 9, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, momentum, risk-on/risk-off, tactical asset allocation, macro (bonds & dollar), volatility/drawdown filters, daily rebalance
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GDXJ
VanEck Junior Gold Miners ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
OILK
ProShares K-1 Free Crude Oil ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
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.

"Hello Algo World! + Gold/Cash USDU" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Hello Algo World! + Gold/Cash USDU" is currently allocated toUSDU, BTAL, QLDandSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Hello Algo World! + Gold/Cash USDU" has returned 29.92%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Hello Algo World! + Gold/Cash USDU" is 9.69%. 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 "Hello Algo World! + Gold/Cash USDU", 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.