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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 portfolio that flips between offense and defense using the S&P 500 trend, and adds crash insurance when tech looks overheated. Mixes stock sectors with gold, the US dollar, and cash to keep swings smaller.
NutHow it works
Step 1: Check the S&P 500 trend. If price is below its 200‑day average, go defensive (healthcare, consumer staples, gold, US dollar), sized more to the steadier ones. Step 2: Otherwise hold a mix of tech, healthcare, consumer discretionary, gold, and the US dollar, again sized by recent stability. Overlay: If tech looks “too hot” (a short‑term heat gauge called RSI >72), switch to crash‑insurance (market fear + anti‑speculation + T‑bills).
CheckmarkValue prop
Out-of-sample Sharpe 1.77 vs SPY 1.04; drawdown 8.5% vs 18.8%; Calmar 1.61; beta 0.32. OOS return 13.66% vs 18.96%, but with far tighter risk and stronger risk-adjusted growth than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.10.310.310.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
716.72%15.58%6.16%5.09%0.95
Sector FTLT | Long Vol
768.16%16.07%1.71%0.66%1.65
Initial Investment
$10,000.00
Final Value
$86,815.68
Regulatory Fees
$112.80
Total Slippage
$707.73
Invest in this strategy
OOS Start Date
Nov 1, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Trend-following, defensive, sector rotation, risk-parity sizing, long-volatility hedge, tactical asset allocation
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 11.64%. 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.