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Symphonies
Inverse Volatility with TECL
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A monthly‑rebalanced mix of five 3x US stock funds. It gives bigger weights to funds that were calmer over the past month and smaller weights to the jumpier ones. Still high risk and tech‑heavy despite the volatility‑aware sizing.
NutHow it works
It splits your money across five triple‑leveraged US stock funds. Each month, it looks at which ones were bumpier over the last ~25 trading days. It gives more to the calmer funds and less to the jumpier ones, then rebalances. All holdings are aggressive, tech‑tilted.
CheckmarkValue prop
Out-of-sample: ~44% annualized return vs ~20% for the S&P, but with ~54% max drawdown vs ~19%. Higher upside in tech rallies; higher risk. Volatility-aware tilt across five 3x US equity ETFs.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-03.20.960.98
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
658.92%13.86%1.36%5.73%0.84
Inverse Volatility with TECL
10,323.4%34.66%1.79%25.27%0.81
Initial Investment
$10,000.00
Final Value
$1,042,339.71
Regulatory Fees
$77.08
Total Slippage
$400.92
Invest in this strategy
OOS Start Date
Jul 19, 2023
Trading Setting
Monthly
Type
Stocks
Category
Leveraged equities, volatility targeting, us stocks, technology-heavy, monthly rebalance
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.

"Inverse Volatility with TECL" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Inverse Volatility with TECL" is currently allocated toSOXL, TECL, TQQQ, UDOWandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Inverse Volatility with TECL" has returned 44.12%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Inverse Volatility with TECL" is 54.44%. 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 "Inverse Volatility with TECL", 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.