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Symphonies
Portfolio Experiment: Volatility Minimization
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based portfolio that goes risk-on in calm uptrends (often with leveraged tech/semis), but quickly hedges or moves to cash/VIX/short ETFs when markets get overheated or shaky. Designed to reduce big drawdowns rather than chase every rally.
NutHow it works
Each day it checks trend and a “hot/cold” gauge (RSI). • Calm uptrend: own fast movers (often tech/semis via TQQQ/UPRO/TECL/SOXL) and top sectors. • Overheated or rising vol: add VIX hedges (UVXY/VIXY/VXX), flip to inverse ETFs (PSQ/SPXS), or hold T‑Bills (BIL/SHV). • Weak: favor bonds/cash; very oversold: short bounce plays. Goal: cut big drawdowns.
CheckmarkValue prop
Out-of-sample, this strategy delivers ~60% annualized returns vs ~27% for the S&P, with a Sharpe ~3.29 (vs ~2.23) and Calmar ~9.6—driving superior risk-adjusted gains, plus lower beta (~0.76) and controlled drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.820.560.20.44
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
62.22%14.25%1.36%5.73%0.83
Portfolio Experiment: Volatility Minimization
2,299.25%139.93%5.34%21.21%3.99
Initial Investment
$10,000.00
Final Value
$239,924.90
Regulatory Fees
$602.23
Total Slippage
$3,824.80
Invest in this strategy
OOS Start Date
Jun 28, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility hedging, leveraged etfs, inverse etfs, sector rotation, trend-following, mean reversion
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toUPRO, NAIL, GOOGL, SVIX, DRN, UUP, JNJ, AMGN, SPXL, ERX, DPST, RETL, TECL, GOOG, TQQQ, LLY, SHV, EDZ, GS, GLD, TLT, TNA, CSCO, XLK, UDOW, TMV, BILandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 59.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 6.23%. 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.