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Symphonies
Umbrella Trend
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Blends momentum with a tactical dip‑buyer. Most capital holds the top two 6‑month performers across stocks, bonds, gold, commodities, cash‑like T‑bills, and the US dollar. The rest toggles between defensive mixes and QQQ+TLT risk‑on based on sharp 10‑day drops.
NutHow it works
Two sleeves. ~65% rides the last 6 months’ winners among: US stocks (SPY), tech stocks (QQQ), long US bonds (TLT), gold (GLD), commodities (DBC), cash‑like T‑bills (SHV), and the US dollar (UUP), holding the top two. ~30% is tactical: if QQQ or TLT suffer a sharp 10‑day drop, rotate to a defensive mix or buy a QQQ dip when oversold (RSI <32). Otherwise, balance QQQ and TLT by recent calmness. Rebalance only when weights drift ~10%.
CheckmarkValue prop
Out-of-sample, this strategy shows better risk-adjusted performance than the S&P: Sharpe 1.83 vs 1.48, max drawdown 6.95% vs 18.76%, and lower beta—yielding steadier, more resilient growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.120.190.150.39
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
573.25%10.88%-0.17%3.34%0.62
Umbrella Trend
1,174.65%14.78%2.28%5.73%1.5
Initial Investment
$10,000.00
Final Value
$127,464.72
Regulatory Fees
$383.95
Total Slippage
$2,437.46
Invest in this strategy
OOS Start Date
Mar 27, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Multi-asset, momentum, trend-following, tactical dip-buying, risk parity, volatility targeting, defensive hedging
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
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.

"Umbrella Trend" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Umbrella Trend" is currently allocated toDBC, GLD, QQQandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Umbrella Trend" has returned 18.25%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Umbrella Trend" is 6.95%. 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 "Umbrella Trend", 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, crypto, and options.