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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

Daily, it buys VXX when markets look overheated, buys tech (XLK) after sharp drops, otherwise rotates between SVOL (short‑vol income) and VTI when SVOL trends up; if not, it parks in BTAL for defense.
NutHow it works
Each day it checks a heat gauge (RSI, 0–100; >80 very hot, <30 very cold) on QQQ (Nasdaq‑100) and SPY (S&P 500). If very hot: buy VXX (VIX futures, rises with fear). If very cold: buy XLK (tech) for a rebound. Otherwise, if SVOL (short‑vol income) is trending up, hold the recent winner of SVOL vs VTI (total U.S. stocks). If not, go defensive in BTAL (market‑neutral).
CheckmarkValue prop
Out-of-sample, this strategy outperforms the S&P 500 on annualized return (20.33% vs 19.48%), with a lower beta (~0.42) for better diversification. It adapts to volatility regimes to guard risk, though it can suffer larger drawdowns in spikes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.230.30.070.26
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
74.97%13.01%2.19%5.01%0.79
OG SVOL FTLT | UVXY to VXX | SVXY to SVOL | SHARED
220.62%29%3.14%-5.13%1.35
Initial Investment
$10,000.00
Final Value
$32,062.34
Regulatory Fees
$175.05
Total Slippage
$1,015.60
Invest in this strategy
OOS Start Date
Mar 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility timing, mean reversion, trend following, etf rotation, risk management
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
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 20.33%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 33.69%. 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, crypto, and options.