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

About

Follows the S&P 500 trend and tech’s “heat.” If tech looks too hot, it shifts to a volatility/cash hedge. Otherwise it holds a low‑vol mix of defensive sectors and selective growth with gold and the US dollar to reduce big drawdowns.
NutHow it works
1) SPY vs 200‑day average: above=healthy, below=weak. 2) Tech heat check: VGT’s 20‑day RSI (a speedometer of recent rise) >72 = too hot. • Too hot (anytime): switch to a crash cushion—UVXY (volatility), BTAL (defensive long/short), BIL (T‑bills). • Weak: hold calmer assets (weighted by recent stability): VHT (health care), VDC (staples), GLD (gold), UUP (US dollar). • Healthy: blend (by stability) VGT (tech), VHT, VCR (consumer), plus GLD, UUP.
CheckmarkValue prop
Out-of-sample, this strategy shows risk-led outperformance: Sharpe ~1.70 vs ~1.03, Calmar ~1.59, max drawdown ~8.5% vs ~18.8%. Lower volatility with downside protection, while still capturing growth through hedging.

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Invest in this strategy
OOS Start Date
Nov 1, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Trend-following, defensive rotation, inverse-vol weighting, long-volatility hedge, sector and macro blend
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 13.43%. 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, crypto, and options.