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Symphonies
Single Pops (Medium Leverage - No Black Swan Catcher) l 2 Nov 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A contrarian, daily‑tuned strategy: fade overheated markets by buying volatility, and buy rebounds after sharp drops with 2x stock ETFs. When nothing is extreme, hold T‑bills. Uses volatile, leveraged funds—expect big swings.
NutHow it works
Daily it checks a 10‑day “hot/cold” score (RSI, 0–100) on big U.S. stock funds (Nasdaq QQQ, S&P 500 SPY, Tech XLK, Value/Growth and sectors). If very hot (>~80), it buys fear gauges (UVXY+VIXM) to catch a volatility pop. If very cold (<~30), it buys 2x stock funds (QLD or SSO) plus either short‑vol (SVXY) or short‑term bonds (BSV). Otherwise it sits in T‑bills (BIL). High risk: uses leveraged/volatility ETFs.
CheckmarkValue prop
Out-of-sample, this contrarian volatility-timing strategy delivers ~32% annualized return vs SPY's ~21%, with lower drawdown (~15% vs ~19%), and favorable risk metrics (Calmar ~2.1, beta ~0.54) - more upside with less downside than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.320.170.020.13
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
620.2%14.76%-0.15%0.4%0.91
Single Pops (Medium Leverage - No Black Swan Catcher) l 2 Nov 2011
9,658.69%37.63%-5.83%-3.68%1.57
Initial Investment
$10,000.00
Final Value
$975,868.99
Regulatory Fees
$2,546.07
Total Slippage
$16,033.85
Invest in this strategy
OOS Start Date
Feb 2, 2024
Trading Setting
Daily
Type
Stocks
Category
Contrarian rsi extremes, volatility timing, leveraged etfs, daily rebalanced, tactical, cash/t-bills
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VIXM
ProShares VIX Mid-Term Futures ETF
Stocks
VOOG
Vanguard S&P 500 Growth 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 27.60%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 15.24%. 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 the symphony, 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.