Skip to Content
Symphonies
SS SD
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it either flips to a 3x inverse S&P fund when a volatility gauge overheats, or holds the two least-bumpy big-tech stocks (Apple, Microsoft, Nvidia, AMD). Equal-weighted; quickly adapts to market stress.
NutHow it works
Each day it checks a volatility fund (VIXM) that tends to jump when markets are stressed. If that fund has run unusually hot for ~40 trading days (score >69 on a 0–100 heat meter), it goes 100% into SPXU, a very aggressive fund that rises when the S&P 500 falls. Otherwise, it splits money equally into the two “calmest” of Apple, Microsoft, Nvidia, and AMD based on their last 10 days of price bumpiness.
CheckmarkValue prop
Volatility-driven edge: when stress hits, the strategy shifts to 3x inverse S&P; otherwise it rotates into two low-vol mega-cap tech names. OOS return ~24.46% vs 23.99% for the S&P, Calmar ~1.01.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.250.710.170.41
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
568.35%13.76%1.36%5.73%0.83
SS SD
8,916.35%35.73%-1.21%2.64%1.17
Initial Investment
$10,000.00
Final Value
$901,635.19
Regulatory Fees
$1,311.02
Total Slippage
$6,712.13
Invest in this strategy
OOS Start Date
Dec 7, 2023
Trading Setting
Daily
Type
Stocks
Category
Volatility signal, tech rotation, inverse etf, leveraged, low-volatility filter, daily rebalance, tactical
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.

"SS SD" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SS SD" is currently allocated toAAPLandMSFT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SS SD" has returned 24.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SS SD" is 24.27%. 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 "SS SD", 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.