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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

Seeks smoother growth by giving more money to the calmest of four 3x stock funds (S&P 500, big tech, semiconductors, Dow 30) and less to the wildest. Rebalanced weekly. Optional gold can cushion downturns. Still high risk because all funds use leverage.
NutHow it works
Each week it checks the past month to see which funds were calmer or wilder (volatility = how big and jumpy daily moves are). It gives bigger slices to calmer funds and smaller slices to the wild ones. Funds: UPRO (S&P 500), TQQQ (big tech/Nasdaq‑100), SOXL (chipmakers), UDOW (Dow 30). Optional gold (UGL) can soften big drops.
CheckmarkValue prop
Out-of-sample, this inverse-vol strategy tilts toward calmer 3x ETFs, aiming about 40% annualized returns vs ~20% for the S&P 500, with volatility-based risk control, though drawdowns can be higher in crises.

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Invest in this strategy
OOS Start Date
May 25, 2024
Trading Setting
Weekly
Type
Stocks
Category
Inverse-volatility, volatility targeting, leveraged equity etfs, weekly rebalance, us equities, risk management
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 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 39.73%. 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, crypto, and options.