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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

A daily‑rebalanced portfolio of Apple, Microsoft, Alphabet (Google), Amazon, and Tesla that gives more weight to steadier stocks and less to jumpier ones, aiming to reduce ups and downs while staying concentrated in big US tech/growth.
NutHow it works
Owns five giants—Apple, Microsoft, Alphabet (Google), Amazon, and Tesla. Each day it checks the past 30 days to see how “jumpy” each stock has been. Calmer stocks get bigger weights; jumpier ones get smaller. Then it rebalances daily. Result: a tech‑heavy US mega‑cap portfolio that tries to smooth the ride.
CheckmarkValue prop
Out-of-sample edge: ~55.5% annualized return vs SPY ~28.3%; Sharpe ~1.85 vs ~1.37; Calmar ~3.40. Slightly larger drawdown (~16.4% vs ~13.7%), but far stronger risk-adjusted growth in a concentrated mega-cap tech sleeve.
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
710.82%14.39%-1.77%0.2%0.88
Inverse Volatility Equity Strategy - Dumpster Fire đź—‘
5,116.89%28.92%1.07%-7.06%1.18
Initial Investment
$10,000.00
Final Value
$521,688.89
Regulatory Fees
$283.18
Total Slippage
$1,596.53
Invest in this strategy
OOS Start Date
Mar 15, 2025
Trading Setting
Daily
Type
Stocks
Category
Equities, inverse-volatility, us mega-cap tech, daily rebalancing, long-only
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 34.04%. 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.