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Symphonies
Controlling for Volatility
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A defensive U.S. stock strategy that shifts among low‑volatility (USMV), high‑dividend (VYM), and quality (QUAL) funds, giving more weight to the one with the smoothest recent price moves. Seeks a steadier ride in downturns; may trail in hot rallies.
NutHow it works
Every quarter, it reviews the last ~60 trading days of ups and downs for three U.S. stock funds: USMV (steadier, lower-variability stocks), VYM (high‑dividend payers), and QUAL (financially strong companies). It gives more money to the calmest fund and less to the jumpiest. The result is a stock‑only mix that usually leans defensive (staples, healthcare, utilities), aiming to soften losses in rough markets, but it can lag in fast, tech‑led rallies.
CheckmarkValue prop
Defensive stock mix (USMV/VYM/QUAL) with quarterly sizing; aims for a smoother ride and downside protection. Out-of-sample: ~10.8% annualized vs 14% for SPY, but max drawdown ~17.3% vs 22.1%, with solid risk-adjusted returns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
00.840.930.96
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
386.36%13.6%-1.77%0.2%0.83
Controlling for Volatility
296.54%11.75%-1.97%2.32%0.82
Initial Investment
$10,000.00
Final Value
$39,654.11
Regulatory Fees
$1.59
Total Slippage
$7.46
Invest in this strategy
OOS Start Date
Feb 13, 2022
Trading Setting
Quarterly
Type
Stocks
Category
Defensive, factor, low volatility, dividend, quality, us large cap, equity, risk-weighted
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
QUAL
iShares MSCI USA Quality Factor ETF
Stocks
USMV
iShares MSCI USA Min Vol Factor ETF
Stocks
VYM
Vanguard High Dividend Yield 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.

"Controlling for Volatility" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Controlling for Volatility" is currently allocated toVYM, QUALandUSMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Controlling for Volatility" has returned 10.25%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Controlling for Volatility" is 17.34%. 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 "Controlling for Volatility", 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.