Skip to Content
Symphonies
V1 Cash Uup & Stocks
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily trend rules rotate among QQQ (big tech), UUP (U.S. dollar), and real assets (DBC, USO, GLD). Bond trend sets the regime; then it chooses QQQ vs UUP, or—when bonds are weak and the dollar is strong—the calmer of two commodity/dollar pairs; else QQQ.
NutHow it works
Each day it checks trends (recent price vs a longer-term average). If long‑term Treasuries (TLT) trend up, hold QQQ (big US tech) if QQQ’s short‑term trend is up; otherwise hold UUP (US dollar). If TLT trends down: if UUP trends up, pick the calmer (smaller recent dip) of two equal‑weight pairs built from UUP, DBC (commodities), USO (oil), and GLD (gold); otherwise hold QQQ.
CheckmarkValue prop
Out-of-sample, this strategy delivers steadier, risk-managed growth: max drawdown ~9% vs S&P ~19%, Calmar ~1.80, Sharpe ~1.20, beta ~0.42, and ~16.2% annualized return. It offers attractive risk-adjusted gains with far lower downside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.10.330.180.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
479.05%9.85%-7.68%-7.76%0.57
V1 Cash Uup & Stocks
981.04%13.59%2.38%1.14%0.91
Initial Investment
$10,000.00
Final Value
$108,103.84
Regulatory Fees
$355.33
Total Slippage
$2,105.04
Invest in this strategy
OOS Start Date
Sep 26, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical asset allocation, etf rotation, risk-managed, regime switching, momentum, volatility filter
Tickers in this symphonyThis symphony trades 6 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
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
USO
United States Oil Fund, LP
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.

"V1 Cash Uup & Stocks" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1 Cash Uup & Stocks" is currently allocated toUUP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1 Cash Uup & Stocks" has returned 14.44%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1 Cash Uup & Stocks" is 8.99%. 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 "V1 Cash Uup & Stocks", 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.