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Symphonies
Short Vol Andrew Taylor
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily trading strategy that mostly bets on calm or panic in market volatility, then falls back to leveraged stock market bets or cash-like Treasury bills when conditions look less favorable.
NutHow it works
This strategy makes a daily choice between five very aggressive positions: betting market fear will fall (SVXY), betting fear will surge (UVXY), leveraged U.S. stocks (UPRO), leveraged downside in big tech-heavy stocks (SQQQ), or short-term Treasury bills (BIL). It mostly watches how “jumpy” volatility funds have been and whether the broad market is above or below its long-term trend. In calm markets it prefers SVXY. In panic-like markets it may switch to UVXY. If neither setup looks good, it may use leveraged stock exposure, a bearish Nasdaq bet, or simply park in BIL.
CheckmarkValue prop
Out-of-sample, this strategy aims for higher growth: about 20.22% annualized vs SPY’s 13.78%, with a Calmar ratio ~0.73 indicating strong risk-adjusted returns. It dynamically trades volatility and leveraged exposure for upside in diverse markets, though drawdowns can exceed SPY's.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.30.90.120.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
490.04%14.08%-1.04%-0.34%0.87
Short Vol Andrew Taylor
9,980.6%40.84%-1.21%9.69%1
Initial Investment
$10,000.00
Final Value
$1,008,059.87
Regulatory Fees
$1,597.64
Total Slippage
$13,001.76
Invest in this strategy
OOS Start Date
Nov 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Short volatility, volatility trading, leveraged etfs, tactical asset allocation, daily rebalance, risk-on/risk-off
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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.

"Short Vol Andrew Taylor" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Short Vol Andrew Taylor" is currently allocated toSVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Short Vol Andrew Taylor" has returned 23.12%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Short Vol Andrew Taylor" is 27.62%. 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 "Short Vol Andrew Taylor", 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.
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