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Symphonies
(A) Sisyphus V0.1 (309,7.4,2022) - Avoid High Vol
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, volatility‑first strategy. When fear spikes, it moves to T‑Bills or hedges. When calm and trending, it rides strong sectors with 3x funds. If overheated or falling, it flips short or rotates to bonds, gold, or KMLM. Goal: avoid big drawdowns.
NutHow it works
Daily: is market fear high? It uses VIX funds (UVXY/VIXY/UVIX) and a 0–100 “stretched/not” score (RSI). If fear is high or jumping, it parks in T‑Bills (BIL/SHV) or hedges with volatility. If calm and trending up, it rides strong areas—often tech/semis—via 3x funds (TQQQ, TECL, SOXL). If overheated or weak, it pivots to inverse funds or to bonds (TMF), gold, or KMLM (managed futures).
CheckmarkValue prop
Out-of-sample, this strategy outperforms the S&P on risk-adjusted return: Sharpe 3.11 vs 2.52, annualized return 66.6% vs 31.5%, with lower beta (~0.7) and smaller drawdowns (~5% vs 5.1%). Upside capture, with downside protection.

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Invest in this strategy
OOS Start Date
May 15, 2025
Trading Setting
Daily
Type
Stocks
Category
Volatility-aware, tactical asset allocation, trend-following, leveraged etfs, managed futures, hedged
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toSOXL, BOND, SPXL, UGL, TQQQ, EDZandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 66.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 4.94%. 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, crypto, and options.