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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

Aggressively rides tech-led uptrends with 3x funds and short‑vol; quickly pivots to inverse/VIX, gold, Treasuries, dollar, and staples when markets overheat or crack. Daily, rule‑based risk-on/off with multiple stress signals.
NutHow it works
It’s a rule-based “risk-on/risk-off” trader. In calm uptrends it leans into high‑octane tech/semis (3x funds) and short‑volatility (benefits when fear falls). If markets get very hot (RSI = a “how hot/cold” gauge) or drop fast, it flips into hedges: inverse stock funds, VIX (“fear index”) funds, plus gold, Treasuries, the U.S. dollar, and staples. Extra rules watch S&P’s drawdown/volatility to add or remove protection. Rebalanced daily.
CheckmarkValue prop
Out-of-sample: 25.48% annualized return vs 17.90% S&P; Sharpe 1.87 vs 1.02; max drawdown 7.56% vs 18.76%; Calmar 3.37. Higher upside with far lower downside through rule-based risk-on/risk-off hedging.

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Invest in this strategy
OOS Start Date
Aug 28, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, volatility hedging, leveraged etfs, tech/semis tilt, inverse etfs, long/short volatility, risk-on/risk-off, daily rebalance
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCHD
Schwab US Dividend Equity ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x 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.

"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 23.93%. 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, and options.