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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 cross‑asset momentum with a rules‑based QQQ–TLT core. Buys tech on deep selloffs; otherwise rotates toward safer assets like gold, long bonds, and the US dollar. Aims to capture uptrends while cushioning shocks.
NutHow it works
Two sleeves. 1) ~65% chases recent winners: it picks the 2 best over ~6 months from SPY (US stocks), TLT (long bonds), GLD (gold), DBC (commodities), SHV (T‑Bills), UUP (US dollar). 2) ~30% is a QQQ‑centric dip‑buyer with safety rails: after big, fast drops it either buys QQQ if extremely oversold (RSI = a quick “fell too far, too fast” gauge) or holds a low‑vol mix of gold/bonds/dollar; in calm times it runs a QQQ–TLT risk‑parity core. Trades mainly when signals change.
CheckmarkValue prop
Two-engine, risk-aware strategy: cross-asset momentum plus dip-buying. Out-of-sample: Sharpe 1.83 vs 1.48, max drawdown 6.95% vs 18.76%, positive alpha ~0.077. Stronger risk-adjusted return with notably lower downside vs the S&P 500.
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
564.17%10.75%0.54%-0.34%0.61
Umbrella Trend
1,222.6%14.95%5.21%8.04%1.51
Initial Investment
$10,000.00
Final Value
$132,260.17
Regulatory Fees
$383.97
Total Slippage
$2,437.46
Invest in this strategy
OOS Start Date
Mar 27, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Systematic multi-asset, momentum, risk parity, tactical dip-buying, defensive hedging, drawdown-aware, volatility-weighted
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 19.33%. 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, and options.