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Symphonies
Equities Volatility Targeting Strategy
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily-updated mix of Apple, Microsoft, Alphabet (Google), Amazon, and Tesla that gives more to the steadier stocks and less to the jumpy ones, aiming for a smoother ride while staying focused on big US tech.
NutHow it works
Each day it checks the past 30 days of price swings for Apple, Microsoft, Alphabet (Google), Amazon, and Tesla. The calmer a stock has been, the bigger its slice; the jumpier, the smaller. All slices add to 100%, then it rebalances to those sizes. It stays focused on big US tech and aims for a steadier ride.
CheckmarkValue prop
Out-of-sample: ~54.5% annualized return vs ~24.5% S&P; Sharpe ~1.70 vs ~1.15; Calmar ~3.0. Inverse-vol weighting on five mega-cap tech targets higher upside with stronger risk-adjusted gains; drawdowns around 18%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.121.160.690.83
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
724.86%14.79%1.36%5.73%0.89
Equities Volatility Targeting Strategy
5,651.77%30.34%0.96%13.16%1.22
Initial Investment
$10,000.00
Final Value
$575,176.78
Regulatory Fees
$266.22
Total Slippage
$1,482.30
Invest in this strategy
OOS Start Date
Mar 2, 2025
Trading Setting
Daily
Type
Stocks
Category
Equities, us large-cap, tech-focused, volatility targeting, risk-based weighting, daily rebalancing
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.

"Equities Volatility Targeting Strategy" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Equities Volatility Targeting Strategy" is currently allocated toAAPL, AMZN, MSFT, TSLAandGOOGL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Equities Volatility Targeting Strategy" has returned 54.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Equities Volatility Targeting Strategy" is 18.20%. 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 "Equities Volatility Targeting Strategy", 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.