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Symphonies
* MbMB #1: Batshits | BT 19 Dec 2023 *bad logic/data, but let's run for fun
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Ultra-aggressive, short-term strategy that mostly holds short-volatility (SVIX), but quickly flips into long-volatility (UVIX/UVXY) after overheated tech rallies, and uses circuit breakers and hedges (VIXM, gold, BTAL, cash) during shocks. Includes a KMLM trend sleeve.
NutHow it works
- Default: bet on calm markets by holding SVIX (profits when volatility falls). - If tech/growth just spiked up too far, too fast, flip to UVIX/UVXY for a short “volatility pop.” - If stress gets extreme, rotate to hedges (VIXM, gold, BTAL) or cash-like bills. - Rate trend (TLT), junk bonds (JNK), and oil/financials volatility adjust how quickly it flips.
CheckmarkValue prop
Out-of-sample, this volatility-timing strategy delivers higher upside than the S&P: about 30.5% annualized return vs 24.8%, with a Calmar of ~2.26. Expect larger crisis drawdowns (~13.5% vs 5.1%), but proactive hedges and rapid risk controls aim to protect.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.631.180.170.42
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
33.92%18.17%-0.15%0.4%1.07
* MbMB #1: Batshits | BT 19 Dec 2023 *bad logic/data, but let's run for fun
255.7%106.49%15.33%29.6%1.75
Initial Investment
$10,000.00
Final Value
$35,569.83
Regulatory Fees
$64.37
Total Slippage
$368.95
Invest in this strategy
OOS Start Date
Aug 21, 2025
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility timing, short-vol bias, tactical swing, leveraged etfs, rsi/momentum, risk-on/off filters, managed futures
Tickers in this symphonyThis symphony trades 54 assets in total
Ticker
Type
AIBU
Direxion Daily AI and Big Data Bull 2X Shares
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FTLS
First Trust Long/Short Equity ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
ICSH
iShares Ultra Short Duration Bond Active 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSVIX, SVXY, UUP, SPXS, FTLS, VIXMandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 93.12%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 13.48%. 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 the symphony, 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.