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Symphonies
OG SVOL FTLT | UVXY to VXX | SVXY to SVOL | SHARED
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, defensive system. In overheated markets it buys VXX; in deeply oversold tech it buys XLK; otherwise it owns the stronger of SVOL or VTI when calm, or BTAL when not. Rebalanced daily to adapt to market mood.
NutHow it works
Every day it checks a “speedometer” (RSI) on big US stocks (QQQ/SPY). If that meter says markets are extremely hot (RSI>80), it buys VXX, which tends to jump when fear spikes. If tech looks washed out (RSI<30), it buys XLK. Otherwise, if SVOL (profits when markets are calm) is trending up, it picks the stronger of SVOL or VTI (total US stocks). If not, it holds BTAL, a defensive long/short fund.
CheckmarkValue prop
Out-of-sample return about 17.3% with beta about 0.43 and hedges (VXX/SVOL/BTAL). It diversifies equity risk, adapts daily to market mood, and aims to reduce sizable drawdowns, offering a risk-managed complement to the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.20.290.060.24
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
89.9%13.71%1.36%13.5%0.84
OG SVOL FTLT | UVXY to VXX | SVXY to SVOL | SHARED
205.56%25.08%-4.64%-1.69%1.19
Initial Investment
$10,000.00
Final Value
$30,555.73
Regulatory Fees
$163.43
Total Slippage
$1,168.04
Invest in this strategy
OOS Start Date
Mar 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility hedging, momentum, mean reversion, trend following, defensive, daily rebalanced
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVOL
Simplify Volatility Premium ETF
Stocks
VTI
Vanguard Total Stock Market ETF
Stocks
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
Stocks
XLK
State Street Technology Select Sector SPDR ETF
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 toSVOL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 13.77%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 35.89%. 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.