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Symphonies
Long Vol Example
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical long-volatility sleeve. When QQQ/VIX signals show stress, it shifts into assets that often pop in panics (UVXY, BTAL, Treasuries, dollar, gold). When calm, it parks in steadier defensives (gold, dollar, staples, short Treasuries) to preserve capital.
NutHow it works
It’s a crash cushion. It watches QQQ (big tech) and VIX (fear index). If they look overheated or jumpy (RSI=recent speed, drawdown=peak-to-low drop, volatility=bounciness), it buys “panic winners”: UVXY (amplified volatility), BTAL (defensive long/short), Treasuries (IEF/SHY), U.S. dollar (UUP), gold (GLD). If calm, it holds gold, dollar, staples (XLP), short Treasuries.
CheckmarkValue prop
Dynamic long-volatility sleeve acting as a crash cushion: shifts to panic winners (UVXY/BTAL/treasuries) in stress and defensives in calm markets. Out-of-sample: drawdowns ~13% vs ~19% for SPY, with steadier risk—a ballast to the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.21-0.330.12-0.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
684.18%15.67%1.2%6.23%0.95
Long Vol Example
667.4%15.49%1.98%5.16%0.98
Initial Investment
$10,000.00
Final Value
$76,739.60
Regulatory Fees
$100.73
Total Slippage
$614.95
Invest in this strategy
OOS Start Date
May 21, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Long-volatility hedge, tactical allocation, risk-off rotation, volatility-driven
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.

"Long Vol Example" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Long Vol Example" is currently allocated toGLD, SHY, UUPandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Long Vol Example" has returned 9.76%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Long Vol Example" is 13.05%. 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 "Long Vol Example", 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.