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Symphonies
US Dollar vs. Chinese Market
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A dollar-driven switch. When the US dollar weakens, own China stocks and gold, tilted toward the calmer one. When the dollar is strong, hold gold and US utilities 50/50.
NutHow it works
It watches the US dollar using UUP. If the dollar’s short-term average price (8‑day EMA) is below its long-term average (200‑day), it splits money between China stocks (FXI) and gold (GLD), giving more to the calmer one (past 21 days). Otherwise, it goes 50/50 gold (GLD) and US utilities (XLU).
CheckmarkValue prop
Out-of-sample edge: Sharpe 2.53 vs SPY 1.09; annualized return 46.29% vs ~20%; max drawdown 6.79% vs 18.76%; beta 0.26—delivers superior risk-adjusted upside with markedly lower downside than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.070.370.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
548.77%10.96%1.36%5.73%0.62
US Dollar vs. Chinese Market
553.89%11.01%2.59%12.34%0.76
Initial Investment
$10,000.00
Final Value
$65,389.26
Regulatory Fees
$48.58
Total Slippage
$214.59
Invest in this strategy
OOS Start Date
Sep 3, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical asset allocation, trend-following, macro, dollar regime, china equities, gold, us utilities, inverse-vol weighting
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"US Dollar vs. Chinese Market" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"US Dollar vs. Chinese Market" is currently allocated toGLDandXLU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "US Dollar vs. Chinese Market" has returned 46.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "US Dollar vs. Chinese Market" is 6.79%. 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 "US Dollar vs. Chinese Market", 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.