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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

A daily, rules‑based swing strategy: ride tech uptrends with TQQQ, hedge or flip short with SQQQ when momentum weakens, and trade market “fear” via UVXY/SVXY. Uses long/short‑term trend checks plus a hot/cold gauge (RSI) to switch among stocks, bonds, and gold.
NutHow it works
Daily, it checks if the S&P 500 (SPY) is above its 200‑day average. It then uses a short‑term “heat meter” (RSI, 0–100; >80 very hot, <30 very cold) and a 20‑day line. In uptrends it mostly holds TQQQ (3x Nasdaq‑100). If things look overheated, it briefly buys UVXY (jumps when market fear spikes). If momentum breaks, it can flip to SQQQ (3x inverse Nasdaq). In weak markets it may use SVXY (benefits when fear fades), TMF (long Treasuries), or UGL (gold).
CheckmarkValue prop
Out-of-sample edge: ~41.8% annualized return vs SPY’s ~22.3%, with Calmar ~0.92 and Sharpe ~0.98. Expect higher drawdowns (~45% vs ~19%), but tech-heavy, diversified sleeves target stronger upside in uptrends.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.871.20.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
612.82%14.74%0.54%-0.34%0.91
Short Volatility
61,606,618.3%154.32%0.76%-1.1%2.13
Initial Investment
$10,000.00
Final Value
$6,160,671,830.27
Regulatory Fees
$10,469,304.13
Total Slippage
$75,229,152.54
Invest in this strategy
OOS Start Date
Dec 20, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, volatility trading, leveraged etfs, tactical allocation, market-timing, risk-on/risk-off
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
State Street 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 toSVXYandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Short Volatility" has returned 40.26%. 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, and options.