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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

Tech‑tilted, daily tactical strategy with a front‑end “volatility bomb shelter.” When fear spikes it moves to VXZ/VIXM or cash; otherwise it rotates among tech, Treasuries, and defensive shorts using simple trend and overbought/oversold signals.
NutHow it works
Each day it checks a “volatility alarm.” If the market’s fear gauge is spiking, it hides in mid‑term volatility funds (VXZ/VIXM) or cash‑like T‑bills (BIL). If not, it rotates: buy growth/tech (QQQ, XLK, SOXX) when the trend is strong; switch to Treasuries (TLT), cash, or defensive shorts (PSQ/SH) when the trend weakens. Signals use two ideas: trend vs the 200‑day average and a 0–100 “speedometer” of recent moves (overheated vs oversold).
CheckmarkValue prop
Out-of-sample, this tech-tilted, rule-driven strategy pairs crash protection with dynamic stock/bond tilts. It shows lower drawdowns (12.7% vs 18.8%), Calmar ~1.22, and positive alpha, offering steadier, risk-adjusted upside vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.97-0.060-0.04
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
165.29%14.97%-1.77%0.2%0.81
NOVA | Best No Leverage | Isolated Volatility Bomb Block (VXZ)
63,583.96%151.79%-3.79%-4.4%3.71
Initial Investment
$10,000.00
Final Value
$6,368,395.74
Regulatory Fees
$21,361.28
Total Slippage
$142,991.08
Invest in this strategy
OOS Start Date
Aug 22, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical etf rotation, volatility hedging, trend-following, mean reversion, crash protection, dynamic allocation, tech-tilted
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, GE, BTAL, LLY, SH, TLT, COSTandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 11.58%. 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.