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

About

Daily, high‑risk timing: ride tech in uptrends (TQQQ), go inverse in downtrends (SQQQ/SPXS), and toggle volatility (UVXY/SVXY) when markets look overheated or calm, using a 200‑day trend filter and a short‑term 0–100 “heat” score (RSI).
NutHow it works
Each day it asks: Is the S&P 500 (SPY) above its 200‑day average (a long‑term trend line)? If yes, it mostly rides tech using TQQQ (3x NASDAQ‑100). If the market looks “too hot” (a short‑term 0–100 heat meter called RSI > ~80), it flips to UVXY (a fear/volatility fund). If the trend is down, it often uses SQQQ/SPXS (3x inverse stock funds), sometimes mixing gold (UGL) or Treasury trades (TMF, TYO). Very “cold” (RSI < ~30) buys the dip in TQQQ.
CheckmarkValue prop
Out-of-sample annualized return ~42% vs SPY ~22%; a regime-based, tech-heavy strategy with volatility hedges aims for big upside in uptrends. Expect higher drawdowns and a slightly lower risk-adjusted return.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.881.20.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
623.65%15.01%2.19%5.01%0.92
Short Volatility
62,381,045.93%156.69%2.25%21.83%2.14
Initial Investment
$10,000.00
Final Value
$6,238,114,593.39
Regulatory Fees
$9,834,465.82
Total Slippage
$70,664,311.09
Invest in this strategy
OOS Start Date
Dec 20, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, volatility, leveraged etfs, tactical allocation, risk-on/risk-off, market timing
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x Shares
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TLT
iShares 20+ Year Treasury Bond 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 Volatility" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Short Volatility" is currently allocated toTQQQandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Short Volatility" has returned 42.18%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Short Volatility" is 45.55%. 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 Volatility", 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.