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

About

A daily-updating mix of Apple, Microsoft, Google, Amazon, and Tesla that gives more weight to the calmer names and less to the jumpier ones, aiming to smooth the ride while staying concentrated in big-tech leaders.
NutHow it works
- The portfolio holds Apple, Microsoft, Google, Amazon, and Tesla only. - Each day it looks at the last 30 days of price moves for each stock to see how “bumpy” they were (volatility). - Calmer stocks get more weight; jumpier ones get less. - It rebalances daily to keep those weights updated.
CheckmarkValue prop
OOS Sharpe ~1.85 vs SPY ~1.37; ann. return 55.5% vs 28.3%; Calmar ~3.40. A volatility tilt toward mega-caps aiming for higher risk-adjusted upside and stronger risk-adjusted performance versus the S&P 500 (drawdowns modestly higher).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.111.160.690.83
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
728.15%14.58%-0.15%0.4%0.89
Inverse Volatility Equity Strategy - Dumpster Fire 🗑
5,151.83%29.05%-5.2%-8.69%1.19
Initial Investment
$10,000.00
Final Value
$525,182.95
Regulatory Fees
$281.06
Total Slippage
$1,582.34
Invest in this strategy
OOS Start Date
Mar 15, 2025
Trading Setting
Daily
Type
Stocks
Category
Us equities, large-cap tech, inverse-volatility, risk-based weighting, daily rebalancing, concentrated growth
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
MSFT
Microsoft Corp
Stocks
TSLA
Tesla, Inc. Common Stock
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.

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 36.45%. 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, and options.