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Symphonies
S11 IC Volatility Focus
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rule‑driven, volatility‑first portfolio that toggles between leveraged tech exposure, defensive hedges, and short positions using overbought/oversold and volatility signals to ride uptrends and cut damage in selloffs.
NutHow it works
Daily it checks two things: heat and fear. Heat uses RSI (a “too hot/too cold” gauge) on QQQ/TQQQ/SPXL; fear uses drawdowns, volatility spikes (VIX funds), and choppiness. If heat is extreme after a drop, it flips between bearish or bullish 3x funds; in calm times it holds SPY/QQQ/tech plus a short‑vol bet (SVXY). When fear rises it shifts into UVXY/VIXY/BTAL, gold (GLD), Treasuries (IEF/SHY), and the U.S. dollar (UUP).
CheckmarkValue prop
Out-of-sample: 25.22% annualized return, 7.56% max drawdown, Sharpe 1.84, Calmar 3.34. Compare to S&P: 19.58% return and ~18.76% drawdown, Sharpe 1.10. Higher growth with far better risk-adjusted performance and lower market sensitivity.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.30.140.020.13
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
612.29%14.9%1.75%5.97%0.92
S11 IC Volatility Focus
8,036.81%36.51%5.44%13.46%1.82
Initial Investment
$10,000.00
Final Value
$813,680.77
Regulatory Fees
$1,400.32
Total Slippage
$8,207.30
Invest in this strategy
OOS Start Date
Sep 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Volatility hedging, tactical asset allocation, leveraged etfs, vix etps, risk-on/risk-off, daily rebalancing
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCHD
Schwab US Dividend Equity ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x 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.

"S11 IC Volatility Focus" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"S11 IC Volatility Focus" is currently allocated toSMH, QQQ, SVXY, UUP, SHY, SPY, SPXS, GLD, XLK, SCHD, VIXMandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "S11 IC Volatility Focus" has returned 26.40%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "S11 IC Volatility Focus" is 7.56%. 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 "S11 IC Volatility Focus", 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.