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Symphonies
CQ_Developed Volatility Hedge ⚖️
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily‑rebalanced basket of developed‑country stock ETFs that gives larger weights to steadier markets (lower recent volatility) and smaller weights to jumpy ones, seeking smoother returns than a simple US‑only or cap‑weighted approach.
NutHow it works
Each day it holds stock‑market funds for many rich countries (US/SPY; Japan/EWJ; UK/EWU; Germany/DAX; Canada/EWC; Australia/EWA; Switzerland/EWL; etc.). It checks how bumpy (volatile) each market has been over ~200 trading days. Calmer markets get bigger weights; choppier ones get smaller. This aims to smooth the ride. Sector mix is broad and follows each country’s market. Rebalances daily.
CheckmarkValue prop
Out-of-sample performance shows higher risk-adjusted returns and smoother risk than the S&P: ~29% annualized vs 17%, Sharpe ~1.79 vs 0.96, drawdown ~13.6% vs ~18.8%, positive alpha. Global, volatility-weighted equity basket.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.020.810.740.86
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
291.75%13.83%-0.15%0.4%0.81
CQ_Developed Volatility Hedge ⚖️
139.48%8.64%-0.73%7.21%0.57
Initial Investment
$10,000.00
Final Value
$23,948.25
Regulatory Fees
$53.13
Total Slippage
$33.83
Invest in this strategy
OOS Start Date
Oct 24, 2024
Trading Setting
Daily
Type
Stocks
Category
Developed markets equities, volatility-weighted, risk-parity style, multi-country etfs, daily rebalancing, defensive tilt
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
DAX
Global X Funds Global X DAX Germany ETF
Stocks
EDEN
iShares MSCI Denmark ETF
Stocks
EFNL
iShares MSCI Finland ETF
Stocks
EIRL
iShares MSCI Ireland ETF
Stocks
EIS
iShares MSCI Israel ETF
Stocks
ENZL
iShares Trust iShares MSCI New Zealand ETF
Stocks
EWA
iShares MSCI Australia ETF
Stocks
EWC
iShares MSCI Canada ETF
Stocks
EWD
iShares MSCI Sweden ETF
Stocks
EWH
iShares MSCI Hong Kong 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.

"CQ_Developed Volatility Hedge ⚖️" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"CQ_Developed Volatility Hedge ⚖️" is currently allocated toEWL, EIRL, EDEN, EWS, EFNL, EWQ, EWO, EWP, SPY, DAX, EWI, EWD, EWK, EWC, EWJ, EWU, EWN, EWA, ENZL, EIS, NORWandEWH. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "CQ_Developed Volatility Hedge ⚖️" has returned 25.37%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "CQ_Developed Volatility Hedge ⚖️" is 13.55%. 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 "CQ_Developed Volatility Hedge ⚖️", 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.