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Symphonies
V1a Umbrella Trend
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Two-part, rules-based portfolio: a 6‑month momentum core (stocks SSO, bonds TLT, gold GLD, cash SHV, commodities DBC, dollar UUP) plus a tactical sleeve that buys big‑tech dips (QQQ) or balances bonds with leveraged big‑tech (QLD). Sizes favor steadier assets.
NutHow it works
~65% holds the two strongest trends (by ~6‑month return) from: US stocks, long US Treasury bonds, gold, cash‑like T‑bills, broad commodities, and the US dollar. ~30% is tactical: if big‑tech (QQQ) just dropped >6% in ~2 weeks and a short‑term weakness meter says it’s washed‑out, it buys the dip; otherwise it either shifts to a defensive mix when bonds are stressed or runs a risk‑on balance of long bonds and leveraged big‑tech (QLD). Position sizes favor steadier assets.
CheckmarkValue prop
Out-of-sample, this two-sleeve strategy offers superior risk-adjusted returns and far lower drawdowns vs the S&P: Sharpe ~1.59 vs 1.48, Calmar ~2.17, max DD ~10% vs ~19%, thanks to a momentum core plus tactical dip-buy overlay.

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Invest in this strategy
OOS Start Date
Mar 28, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Multi-asset,momentum,trend-following,tactical allocation,risk parity,volatility targeting,defensive hedging,leveraged etfs,etfs
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SSO
ProShares Ultra S&P500
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.

"V1a Umbrella Trend" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1a Umbrella Trend" is currently allocated toDBC, QLD, GLDandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a Umbrella Trend" has returned 21.25%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1a Umbrella Trend" is 10.27%. 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 "V1a 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.