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Symphonies
Inverse Volatility Equity Strategy - Dumpster Fire đź—‘
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Owns Apple, Microsoft, Alphabet (Google), Amazon, and Tesla. Each day, it gives more weight to the stocks that have been calmer over the last 30 days and less to the jumpier ones, then rebalances. Tech-heavy, concentrated, risk-managed—not risk-free.
NutHow it works
- It only holds five giant U.S. stocks: Apple, Microsoft, Alphabet (Google), Amazon, and Tesla. - Each day it looks back 30 days to see how “bumpy” each stock’s price has been (how much it has been jumping around). - It gives bigger slices to the calmer stocks and smaller slices to the jumpier ones. - It rebalances every day to keep those sizes in line. This can smooth swings a bit, but it’s still a very tech-heavy, concentrated portfolio.
CheckmarkValue prop
Five mega-cap tech stocks with inverse-30-day-vol weights, rebalanced daily to smooth swings. Out-of-sample: annualized return ~71% vs 31% S&P; Sharpe ~2.11 vs 1.40; Calmar ~4.36. Higher upside with disciplined risk; drawdowns possible.

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Invest in this strategy
OOS Start Date
Mar 15, 2025
Trading Setting
Daily
Type
Stocks
Category
Us mega-cap equities, tech-heavy, inverse-vol weighting, daily rebalancing, concentrated portfolio
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toAAPL, AMZN, MSFT, TSLAandGOOGL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 71.23%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 16.35%. 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 the symphony, 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.