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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

Shifts money each week among 3× stock ETFs—tilting toward the ones with the most stable recent moves. Seeks a smoother ride but remains high risk because all core holdings are leveraged U.S. stocks; an optional 2× gold sleeve can cut drawdowns.
NutHow it works
Each week it holds four triple‑leveraged stock funds: UPRO (S&P 500), UDOW (Dow 30 blue‑chips), TQQQ (tech‑heavy Nasdaq‑100), and SOXL (semiconductor makers). It looks at about the past month of daily ups/downs. Calmer funds get bigger weights; jumpier ones get smaller. Goal: smoother returns while staying in stocks. The description also mentions UGL (2× gold) as an optional diversifier to further soften big drops.
CheckmarkValue prop
Out-of-sample, the strategy delivers ~42.6% annualized return vs ~19.3% for the S&P, with a ~0.91 Sharpe and Calmar ~0.80. Adaptive weekly inverse-vol tilts target higher growth while moderating risk; optional 2x gold sleeve can further reduce drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-03.160.970.98
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
691.95%13.83%6.16%5.09%0.84
Inverse volatilty
11,415.48%34.59%23.96%15.61%0.82
Initial Investment
$10,000.00
Final Value
$1,151,547.80
Regulatory Fees
$179.99
Total Slippage
$906.84
Invest in this strategy
OOS Start Date
May 25, 2024
Trading Setting
Weekly
Type
Stocks
Category
Inverse volatility, risk parity, leveraged etfs, u.s. equities, weekly rebalance, quantitative
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
SOXL
Direxion Daily Semiconductor Bull 3X ETF
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 41.97%. 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.