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Symphonies
Long Volatility - Dragon 4.7
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules‑based, multi‑asset portfolio meant to cushion crashes. When markets look overheated it buys VIX hedges; when deeply oversold it buys rebounds; otherwise it parks in gold, Treasuries, dollar, and defensive stock funds to keep big losses small.
NutHow it works
It splits your money into 3 buckets: ~50% a fast crash‑hedge, and two ~25% slower defensive mixes. It reads a market “temperature” gauge (RSI = how quickly prices have run). If very hot, it buys VIX‑linked funds that jump when fear spikes. If very cold, it buys a leveraged Nasdaq fund to catch rebounds. Otherwise it holds safe havens (gold, US Treasuries, dollar) and, if the S&P 500 breaks trend or drops fast, it tilts to defensive sectors and an anti‑beta fund.
CheckmarkValue prop
Out-of-sample, this strategy delivers superior risk-adjusted returns vs the S&P: max drawdown 5.43% vs 18.76%, Sharpe 1.82 vs 1.14, Calmar 3.83, beta ~0.11, annualized return ~20.81% vs 21.07%. Lower risk, strong crash protection, similar upside.

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Invest in this strategy
OOS Start Date
Sep 10, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility hedge, defensive, tactical, multi-asset etfs, rules-based, tail-risk, trend & momentum
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 Volatility - Dragon 4.7" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Long Volatility - Dragon 4.7" is currently allocated toIEF, XLV, UUP, SHY, BTAL, XLU, GLD, SCHDandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Long Volatility - Dragon 4.7" has returned 20.81%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Long Volatility - Dragon 4.7" is 5.43%. 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 Volatility - Dragon 4.7", 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.