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

About

Rules-based “long‑volatility” mix: buys VIX funds when tech looks overheated, may buy a short Nasdaq rebound when deeply oversold, and otherwise holds a defensive blend of gold, Treasuries, US dollar, dividend/defensive stock funds, and anti‑beta.
NutHow it works
It blends 3 rule sets that hedge when markets look stretched and play defense otherwise. - RSI is a 0–100 “heat” score (high=overheated, low=washed‑out). High RSI on tech triggers VIX funds (UVXY/VIXM/VIXY) that often jump in panics; very low RSI can trigger a brief TQQQ bounce bet. - If volatility is rising, SPY drops fast, or falls below its 200‑day trend, it rotates into defense: gold, Treasuries, US dollar, defensive sectors/dividends, and an anti‑beta fund (BTAL). The sleeves are combined.
CheckmarkValue prop
Out-of-sample strategy delivers superior risk-adjusted returns vs the S&P: Sharpe 2.18 vs 1.14, annualized 24.61% vs 20.41%, max drawdown 5.43% vs 18.76%, Calmar 4.53. A volatility hedge plus defensive rotations for steadier growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.36-0.10-0.07
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
602.38%14.69%0.54%-0.34%0.91
Long Volatility - Dragon 4.7
9,343.95%37.67%3.74%10.46%1.41
Initial Investment
$10,000.00
Final Value
$944,394.60
Regulatory Fees
$1,941.27
Total Slippage
$11,630.51
Invest in this strategy
OOS Start Date
Sep 10, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Long volatility, tactical hedging, momentum/trend, defensive rotation, multi-asset
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCHD
Schwab US Dividend Equity ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
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.

"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 25.75%. 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, and options.