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

About

Daily, rules‑based, high‑risk strategy. When calm and trending up it owns SVXY (short volatility). Else it prefers UPRO (3x S&P 500) or cash (BIL), sometimes hedges with SQQQ (3x short Nasdaq), and can flip to UVXY (long volatility) in stress.
NutHow it works
It rebalances daily and splits the portfolio into two sleeves. It watches: day‑to‑day swings (standard deviation), recent drops (drawdown), long‑term trend (200‑day EMA), and if the market is “running hot” (RSI>70). If calm and trending up, it holds SVXY (bets against volatility). Otherwise it prefers UPRO (3x S&P 500) if the S&P’s trend is up; if the market looks overheated it uses SQQQ (3x short Nasdaq); if stress rises it can own UVXY (bets on volatility); else it parks in BIL (T‑bills).
CheckmarkValue prop
Out-of-sample annual return ~28% vs ~15% for the S&P, with Calmar ~1.16 and alpha ~0.30%. Uses volatility and trend signals to capture more upside, plus hedges and cash. Higher growth potential with controlled drawdowns.

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Invest in this strategy
OOS Start Date
Nov 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Short volatility, trend following, tactical allocation, leveraged etfs, vix etps, risk-on/risk-off, daily rebalancing, high risk
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.

"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 28.05%. 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, crypto, and options.