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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 daily, rules‑driven “volatility focus” portfolio. Rides tech/semis in calm uptrends; when markets look overheated or fearful it quickly hedges or flips short using VIX funds, Treasuries, gold, dollar and staples. Uses leveraged ETFs; expect fast shifts.
NutHow it works
It’s a daily, rules‑based “volatility first” system. It watches: - TQQQ’s short‑term moves to flip between high‑beta longs (TQQQ/SOXL/UPRO/SVXY) and bearish hedges (SQQQ/SOXS/SPXS/VIXY). - RSI, a 0–100 heat gauge of recent buying vs selling; high on QQQ/VIX adds UVXY/BTAL. - S&P drawdowns/volatility and its 200‑day trend to rotate into gold, Treasuries, dollar, staples when stress rises.
CheckmarkValue prop
Out-of-sample, this volatility-first strategy delivers ~25.2% annualized return vs ~19.6% for the S&P, with Sharpe ~1.84 vs ~1.10 and max drawdown ~7.6% vs ~18.8%. Higher upside, stronger downside protection.
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
594.68%14.65%-2.64%-1.35%0.91
S11 IC Volatility Focus
7,976.99%36.32%0.09%9.4%1.81
Initial Investment
$10,000.00
Final Value
$807,698.85
Regulatory Fees
$1,406.85
Total Slippage
$8,249.41
Invest in this strategy
OOS Start Date
Sep 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Volatility timing, leveraged etfs, regime switching, long/short, hedged, daily rebalance
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 toIEF, SMH, QQQ, SVXY, UUP, SHY, SPY, BTAL, SPXS, VIXY, GLD, UVXY, XLK, VIXMandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "S11 IC Volatility Focus" has returned 24.98%. 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.