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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

A two‑sleeve, rules‑based mix: 65% rotates into the 2 best performers across stocks, bonds, gold, commodities, dollar, cash; 30% tactically buys QQQ on sharp drops or shifts defensive. When calm, it balances QLD (2x Nasdaq) with TLT using inverse‑vol weights.
NutHow it works
Two sleeves. 65%: hold the 2 best 6‑mo performers among SSO (US stocks), TLT (long bonds), GLD (gold), DBC (commodities), UUP (US dollar), SHV (cash‑like). 30%: dip‑buyer. If QQQ fell >6% recently: buy QQQ if RSI(10) is very low (<32; a short‑term heat meter); else go defensive (gold/bonds/dollar/QQQ). Else if TLT fell >4%: defensive (gold/dollar/bonds/SSO). Otherwise barbell: QLD (2x Nasdaq)+TLT, sized so calmer assets get more weight (inverse‑vol).
CheckmarkValue prop
Out-of-sample Sharpe ~1.50 vs SPY ~1.48; lower drawdown (10.3% vs 18.8%), beta ~0.67, with robust risk-adjusted resilience from a diversified, rules-based two-sleeve strategy. Captures upside with less market risk than the S&P 500.

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Invest in this strategy
OOS Start Date
Mar 28, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Multi-asset, momentum, tactical allocation, dip-buying, risk-parity, defensive hedges, leveraged 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 toQLD, SSO, GLDandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a Umbrella Trend" has returned 20.79%. 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, crypto, and options.