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Symphonies
Rotating Super SPY with RSI OB Frontrunner | Inverse Volatility
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical stock strategy that front‑runs “overbought” bursts by rotating into a volatility hedge (VIXY + a low‑risk SPLV/BTAL mix). Otherwise it holds a trend‑timed S&P 500 core, sector momentum sleeves, and a long‑bond macro sleeve that flips between TLT and stocks to reduce drawdowns.
NutHow it works
Two modes. 1) Overbought alert: If short‑term “heat” (RSI = hot/cold score 0–100) on big stock indexes/sectors (SPY, QQQ, etc.) jumps above high bars, we shift into a shock‑absorber: mostly VIXY (VIX futures = volatility) plus a low‑risk mix of SPLV (low‑vol stocks) and BTAL (long low‑beta/short high‑beta). Size rises when VIX heats up. 2) No alert: run a core—trend‑timed SPY; sector momentum (XLF, XLK, XLE, XLU); and a bond sleeve that flips between TLT and stocks. Rebalance on ~5% drift.
CheckmarkValue prop
Out-of-sample edge: lower beta (~0.78), smaller max drawdown (13.1% vs 18.8%), and Calmar ~1.10, with 14.3% annualized return vs SPY 19.6%. A smoother, risk-aware path to growth with downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.30.450.180.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
680.63%15.2%6.16%5.09%0.92
Rotating Super SPY with RSI OB Frontrunner | Inverse Volatility
16,963.08%42.46%4.06%5.52%2.06
Initial Investment
$10,000.00
Final Value
$1,706,307.87
Regulatory Fees
$5,163.86
Total Slippage
$34,153.20
Invest in this strategy
OOS Start Date
Sep 1, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical rotation, overbought hedging, volatility hedge, sector momentum, trend following, bond–equity timing, risk management
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IOO
iShares Global 100 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPLV
Invesco S&P 500 Low Volatility ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
VIXY
ProShares VIX Short-Term Futures ETF
Stocks
VOX
Vanguard Communication Services 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 toBTAL, VIXYandSPLV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 16.31%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 13.07%. 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.