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

About

Sizes positions among 3x stock ETFs (S&P 500, Nasdaq-100, semis, Dow) by recent volatility so calmer funds get more, jumpier get less. Rebalanced weekly. Optional 2x gold can cut drawdowns but may trim returns.
NutHow it works
Each week, it measures how “bumpy” (volatile) each fund was over the last ~25 trading days. The bumpier a fund, the less money it gets; the steadier, the more it gets (inverse-volatility sizing). Funds: UPRO = S&P 500 3x, TQQQ = Nasdaq-100 3x, SOXL = semiconductors 3x, UDOW = Dow 30 3x. Optionally, UGL = gold 2x to soften big stock drawdowns. Rebalanced weekly. Note: 3x funds can swing widely.
CheckmarkValue prop
Seek higher upside than the S&P 500 with inverse-vol 3x US equities and optional gold hedge. OOS annualized return: 42.6% vs 19.3% for SPY; Sharpe ~0.91 vs 1.12; weekly rebalance with risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.013.160.970.98
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
657.68%13.62%0.54%-0.34%0.83
Inverse volatilty
9,610.88%33.45%-0.42%-2.85%0.8
Initial Investment
$10,000.00
Final Value
$971,087.73
Regulatory Fees
$176.85
Total Slippage
$887.21
Invest in this strategy
OOS Start Date
May 25, 2024
Trading Setting
Weekly
Type
Stocks
Category
Inverse-volatility weighting, volatility targeting, leveraged equity etfs, us equities, technology tilt, weekly rebalance, gold diversifier
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UDOW
ProShares UltraPro Dow 30
Stocks
UPRO
ProShares UltraPro S&P 500
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.

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

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

Year-to-date, "Inverse volatilty" has returned 34.05%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Inverse volatilty" is 52.98%. 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 volatilty", 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.