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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 rules-based, daily strategy that rides tech booms, hedges or flips short during stress, and uses VIX-linked ETFs plus safe havens (gold, Treasuries, USD) to manage turbulence.
NutHow it works
Each day it checks simple signals: 1) recent moves in a 3x Nasdaq fund (TQQQ), 2) whether tech or the “fear gauge” is hot/cold (RSI: a speed/heat score of recent wins vs losses), 3) S&P 500 damage (drawdown) and choppiness (volatility), and 4) long‑term trend. It then either rides risk (TQQQ/SOXL/UPRO + SVXY), flips defensive/short (SPXS/SQQQ/SOXS/TECS + VIXY/UVXY), or parks in gold, Treasuries, USD, staples. Rebalances daily.
CheckmarkValue prop
Out-of-sample annual return ~25% vs SPY 19.6%, Sharpe ~1.84 vs 1.10, drawdowns ~7.6% vs 18.8%, Calmar ~3.34, beta ~0.43. A smarter, stress-tested, risk-managed strategy that tilts to high-conviction tech upside while limiting losses.

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Invest in this strategy
OOS Start Date
Sep 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility hedging, leveraged etfs, regime switching, momentum and mean reversion, multi-asset, hedged
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 ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x 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.

"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 23.74%. 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.