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

About

A daily, rules‑driven “volatility first” portfolio. It watches tech momentum, market jumpiness, recent drops, and trend, then flips between high‑beta growth, volatility hedges/shorts, and safe assets (gold, Treasuries, dollar) to manage risk and return.
NutHow it works
Daily it checks five things: 1) short-term tech moves (TQQQ/QQQ), 2) how “hot/cold” prices are (RSI: 0–100, high=overbought, low=oversold), 3) how jumpy returns are (volatility), 4) how much SPY has fallen from a recent peak (drawdown), and 5) the 200‑day trend. If markets look overheated or shaky, it adds volatility hedges (UVXY/VIXY/VIXM), inverse funds (SPXS/SQQQ/SOXS/TECS), gold, Treasuries, dollar, and anti‑beta (BTAL). If calm or rebounding, it owns QQQ/SPY/XLK/SMH and sometimes inverse‑vol (SVXY) or 3× bulls (TQQQ, SOXL, UPRO, TECL).
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.58 vs 1.02; return 21.9% vs 18.4%; drawdown 7.6% vs 18.8%; beta ~0.43; Calmar ~2.9. A volatility-first, rules-based strategy delivering higher risk-adjusted growth and tighter drawdown control than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.30.140.020.13
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
604.19%15.03%0.32%5.66%0.92
IC Volatility Focus
7,283.48%36.16%2.18%7.28%1.8
Initial Investment
$10,000.00
Final Value
$738,348.18
Regulatory Fees
$1,365.93
Total Slippage
$7,998.65
Invest in this strategy
OOS Start Date
Aug 28, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, volatility-hedged, risk-on/risk-off, leveraged etfs, momentum, defensive hedges
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.

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

"IC Volatility Focus" is currently allocated toSMH, QQQ, SVXY, UUP, SHY, SPY, SPXS, GLD, XLK, SCHD, VIXMandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "IC Volatility Focus" has returned 21.73%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "IC Volatility Focus" is 7.56%. 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 "IC Volatility Focus", 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.