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Symphonies
BTAL Vol Check 3.1a [CMP] (K-1 Free)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily on/off switch: park in T‑Bills by default and only jump into a 3× S&P 500 fund when volatility is calm, bonds beat cash, and a stress gauge is quiet—or tactically on sharp selloffs or a short‑term trend turn-up.
NutHow it works
Goal: sit in T‑Bills (BIL) until odds look good, then use a 3× S&P 500 fund (UPRO). It avoids UPRO when stocks are too hot or jumpy. It allows UPRO only if stock swings are small, bonds (AGG) beat T‑Bills lately, and a stress gauge (BTAL) is quiet. In rough patches it buys UPRO only on a washout (RSI<30) or a short‑term turn up (10‑day avg > 21‑day). RSI=0–100 heat gauge; volatility=choppiness.
CheckmarkValue prop
Dynamic risk-on/off strategy: mostly T-Bills, leverages 3x S&P only when volatility and signals align. Out-of-sample: ~17.36% annualized return, Sharpe ~0.60, Calmar ~0.39—seeks upside with disciplined risk versus the S&P 500.

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Invest in this strategy
OOS Start Date
Apr 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,risk-on/risk-off,volatility filter,momentum,trend,bonds vs t-bills,leveraged equities,daily,k-1 free
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.

"BTAL Vol Check 3.1a [CMP] (K-1 Free)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"BTAL Vol Check 3.1a [CMP] (K-1 Free)" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "BTAL Vol Check 3.1a [CMP] (K-1 Free)" has returned 17.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "BTAL Vol Check 3.1a [CMP] (K-1 Free)" is 44.96%. 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 "BTAL Vol Check 3.1a [CMP] (K-1 Free)", 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.