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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 US stock mix of low‑volatility, dividend, and quality funds. Each quarter it favors the calmest fund(s) based on the past 60 days of price swings, aiming for a smoother ride in rough markets while staying invested in stocks.
NutHow it works
It owns three broad US stock funds: USMV (lower‑volatility stocks), VYM (higher‑dividend payers), and QUAL (financially strong companies). Every quarter, it checks which of the three had the smallest price swings over the past ~60 days and gives more weight to those calmer funds. Then it holds until the next rebalance.
CheckmarkValue prop
Defensive US equity mix (low-vol, dividend, quality) with quarterly rebalances. Out-of-sample results show smoother rides: drawdown 17.3% vs 22.1% for the S&P, beta ~0.75, and 10.6% return with ~0.78 Sharpe— less downside, steady growth.
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
394.75%14.09%1.36%5.73%0.85
Controlling for Volatility
290.45%11.89%2.85%3.38%0.82
Initial Investment
$10,000.00
Final Value
$39,044.98
Regulatory Fees
$1.51
Total Slippage
$6.97
Invest in this strategy
OOS Start Date
Feb 13, 2022
Trading Setting
Quarterly
Type
Stocks
Category
Defensive, low volatility, dividend yield, quality, us equities, factor investing, risk-based weighting
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.

"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 10.58%. 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, crypto, and options.