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Symphonies
NOVA | Best No Leverage | Isolated Volatility Bomb Block (VXZ)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules‑based, daily strategy: first check for a volatility “bomb,” then ride tech in calm uptrends, add VIX hedges when markets run hot, buy oversold tech on dips, and rotate into bonds/defensives or inverse QQQ in downturns—using no leveraged holdings.
NutHow it works
It starts with a “volatility bomb” tripwire: if a fear gauge (UVXY’s RSI—a heat/speed gauge of recent price moves) spikes, it quickly hides in cash‑like T‑Bills (BIL) or buys a calmer VIX fund (VXZ/VIXM) to hedge. If not tripped, it rides uptrends with tech funds (QQQ, SOXX, XLK/FDN) or benefits from calm via short‑vol (SVXY). When markets run hot it adds VIX hedges; when washed‑out it buys the weakest for a rebound. In downtrends it shifts to bonds, gold/silver/commodities, or inverse QQQ (PSQ). Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this rules-based strategy caps downside (12.7% vs SPY’s 18.8%), while delivering ~15.46% annualized return with Calmar 1.22—offering a clear risk-adjusted edge and built-in hedges versus the S&P 500.

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Invest in this strategy
OOS Start Date
Aug 22, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility hedging, trend following, mean reversion, tech tilt, risk management, daily rebalance, no leverage
Tickers in this symphonyThis symphony trades 37 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COST
Costco Wholesale Corp
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
FDN
First Trust Dow Jones Internet Index Fund ETF
Stocks
GE
GE Aerospace
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toQQQ, NVO, SVXY, GE, BTAL, LLY, TLTandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 15.09%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 12.71%. 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 the symphony, 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.