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Symphonies
Min Volatility V9
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, risk-managed portfolio that chases tech/Nasdaq upside in calm uptrends and swiftly de-risks into Treasuries, cash, volatility hedges, and commodities when markets get choppy or trends weaken.
NutHow it works
It splits the portfolio into two parts: growth and ballast. When the market is trending up and calm, it leans into fast-growth funds (3× tech/Nasdaq/S&P). On dips it may buy semis/tech briefly. When the market gets choppy, falls below long-term trends, or credit markets weaken, it quickly shifts to safety: Treasuries/cash, volatility hedges, and market‑neutral funds. A ruleset using simple gauges (trend lines, “hot/cold” scores, recent % moves) flips between these states.
CheckmarkValue prop
Low-beta, risk-managed tech tilt with rapid de-risking. Out-of-sample: ~14.6% annualized return, ~18.3% max drawdown, Calmar ~0.80 and Sharpe ~0.82, offering steadier upside and better downside protection versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.720.280.070.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
300.71%14.17%-1.77%0.2%0.83
Min Volatility V9
238,628.59%110.16%-1.5%7.21%4.16
Initial Investment
$10,000.00
Final Value
$23,872,859.09
Regulatory Fees
$90,298.30
Total Slippage
$609,993.16
Invest in this strategy
OOS Start Date
May 5, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical multi-asset, trend/momentum, volatility-aware, leveraged etfs, risk-managed, rules-based
Tickers in this symphonyThis symphony trades 68 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COST
Costco Wholesale Corp
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.

"Min Volatility V9" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Min Volatility V9" is currently allocated toXME, SOXL, TMF, NVO, DBC, GE, ERX, DBO, SPXU, LLY, GLD, VIXM, BILandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Min Volatility V9" has returned 13.34%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Min Volatility V9" is 18.31%. 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 "Min Volatility V9", 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.