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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, risk‑on/risk‑off system that uses short‑term “heat” and volatility signals from tech and the VIX to toggle between leveraged stock funds, inverse/volatility hedges, and safe‑haven assets (Treasuries, gold, dollar, staples). Very high risk.
NutHow it works
Each day it checks a fast‑moving tech fund (TQQQ). Big 6‑day drops and 1‑day pops flip it between: offense (3x tech/S&P funds), defense (inverse or “fear” funds), and safe havens (Treasuries, gold, dollar, staples). A short‑term heat meter (RSI) on stocks and on fear, plus spikes in volatility or sharp SPY losses, control when it adds UVXY/VIXY (fear rises) or SVXY (calm). Focus: tech/semis and broad US stocks; hedges in Treasuries, gold, dollar, staples. Very high risk.
CheckmarkValue prop
Out-of-sample, this strategy delivers stronger risk-adjusted returns than the S&P 500: 25.48% annualized vs 17.90%, Sharpe 1.87 vs 1.02, Calmar 3.37, max drawdown 7.56% vs 18.76%, and lower beta (~0.43) thanks to disciplined risk management.

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Invest in this strategy
OOS Start Date
Aug 28, 2024
Trading Setting
Daily
Type
Stocks
Category
Volatility targeting,tactical allocation,leveraged etfs,inverse etfs,risk hedging,daily rebalance,tech-heavy
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 Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
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 26.09%. 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.