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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

Daily, rules-based switch among SVXY (short volatility), UVXY (long volatility), UPRO (3x S&P 500), SQQQ (−3x Nasdaq), or BIL (T‑bills) using trend, volatility, and “overbought” signals, plus a small short‑vol tilt.
NutHow it works
Each day it picks from five funds. In quiet markets it prefers SVXY (profits when markets are calm). If fear surges and UVXY trends up, it buys UVXY (benefits from spikes in fear). Otherwise it buys UPRO (3x S&P 500) when SPY is in an uptrend, shorts tech via SQQQ if SPY looks overheated, or holds BIL (T‑bills). A 20% sleeve adds SVXY only when recent drops are tiny; else UVXY or BIL.
CheckmarkValue prop
Out-of-sample: ~25.3% annualized return vs SPY ~14.8%, with low beta (~0.39) and Calmar ~1.04. Offers higher growth and diversification from volatility regimes; note larger drawdowns may occur.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.310.880.120.34
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
420.16%13.75%0.54%-0.34%0.84
Short Vol Andrew Taylor
7,899.39%40.82%-4.02%-8.19%0.99
Initial Investment
$10,000.00
Final Value
$799,939.17
Regulatory Fees
$1,844.68
Total Slippage
$11,891.04
Invest in this strategy
OOS Start Date
Nov 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Volatility trading, leveraged etfs, trend following, tactical allocation, 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 toSVXYandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Short Vol Andrew Taylor" has returned 14.57%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Short Vol Andrew Taylor" is 24.21%. 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.