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Symphonies
Sector FTLT | Long Vol
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, low-volatility rotation: use the S&P 500’s trend to choose defensive vs growth. If tech looks overheated, temporarily switch to volatility and cash-like hedges. Within each set, give more weight to the calmest funds.
NutHow it works
1) Trend: If SPY (S&P 500) is below its 200‑day average → downtrend; else uptrend. 2) Heat check: If tech (VGT) is overheated (RSI = speed of recent gains; high), switch to long‑vol hedges: UVXY (volatility), BTAL (long low‑risk/short high‑risk), BIL (T‑Bills). 3) Else: Downtrend → VHT (health), VDC (staples), GLD (gold), UUP (US$). Uptrend → VGT (tech), VHT, VCR (consumer), plus GLD & UUP. Weights favor calmer funds (10‑day in downtrends, 30‑day in uptrends).
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk-adjusted terms: Sharpe ~1.77 vs ~1.04, Calmar ~1.61, and max drawdown ~8.5% vs ~18.8%. It offers smoother, steadier gains with downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.310.310.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
Sector FTLT | Long Vol
765.2%16.19%0.76%1.93%1.66
Initial Investment
$10,000.00
Final Value
$86,519.51
Regulatory Fees
$110.02
Total Slippage
$689.22
Invest in this strategy
OOS Start Date
Nov 1, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, trend following, sector rotation, inverse-vol weighting, long-volatility overlay, defensive growth
Tickers in this symphonyThis symphony trades 10 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
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VCR
Vanguard Consumer Discretionary ETF
Stocks
VDC
Vanguard Consumer Staples ETF
Stocks
VGT
Vanguard Information Technology ETF
Stocks
VHT
Vanguard Health Care 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.

"Sector FTLT | Long Vol" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Sector FTLT | Long Vol" is currently allocated toUUP, VHT, GLD, VCRandVGT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Sector FTLT | Long Vol" has returned 12.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Sector FTLT | Long Vol" is 8.47%. 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 "Sector FTLT | Long Vol", 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.