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Symphonies
V1.5 BWC: GoldBug
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, gold‑focused strategy. In uptrends it buys gold and gold miners, favoring recent dips. When moves get stretched, it hedges or steps to cash. In downtrends it may short on pops or rotate to cash, dollar strength, value stocks, or volatility.
NutHow it works
First, it checks if gold’s trend is up (recent 30-day average above the 40-day). If up, it buys gold and gold-miner funds, tilting toward the one that just fell more. If a rally looks stretched (RSI, a 0–100 “how hard/fast it moved” score, is high), it cools off with hedges or cash. If gold’s trend is down, it may short gold/miners after sharp pops, or rotate into T‑Bills (BIL/SHV/SHY), the U.S. dollar (UUP), value stocks (SPYV), or a volatility fund (SVXY). Rebalances daily.
CheckmarkValue prop
Gold-centric, risk-managed strategy with stronger out-of-sample performance than the S&P: Sharpe 1.63 vs 1.14, annualized return 51.3% vs 19.2%, max drawdown 17.35% vs 18.76%, beta ~0.14, Calmar ~2.96.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.30.280.030.16
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
378.04%13.47%-1.77%0.2%0.82
V1.5 BWC: GoldBug
3,834.6%34.52%7.04%14.4%1.14
Initial Investment
$10,000.00
Final Value
$393,459.82
Regulatory Fees
$2,287.44
Total Slippage
$14,211.54
Invest in this strategy
OOS Start Date
Mar 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical gold strategy, leveraged etfs, trend-following, mean-reversion, momentum rotation, risk-on/risk-off, precious metals, miners, defensive cash
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DUST
Direxion Daily Gold Miners Index Bear 2X ETF
Stocks
GDX
VanEck Gold Miners ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GLL
ProShares UltraShort Gold
Stocks
JDST
Direxion Daily Junior Gold Miners Index Bear 2X ETF
Stocks
NUGT
Direxion Daily Gold Miners Index Bull 2X ETF
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPYV
State Street SPDR Portfolio S&P 500 Value ETF
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.

"V1.5 BWC: GoldBug " is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1.5 BWC: GoldBug " is currently allocated toUGLandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1.5 BWC: GoldBug " has returned 45.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1.5 BWC: GoldBug " is 17.34%. 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 "V1.5 BWC: GoldBug ", 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.