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Symphonies
TAIL - Post Vol Bump
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Watches a fear gauge (TAIL). After a sharp spike (RSI > 88), it jumps into TQQQ to ride a rebound in big tech; otherwise it parks in BIL (T-bills). Daily checks, all-or-nothing risk-on/risk-off.
NutHow it works
Each day it looks at TAIL, a 'fear' ETF that tends to jump when stocks drop. It uses a 9-day speed score (RSI): values near 100 mean a big recent surge. If TAIL's score > 88, it expects a rebound and buys TQQQ (3x Nasdaq-100, heavy big-tech). Otherwise it sits in BIL (T-bill, cash-like).
CheckmarkValue prop
Out-of-sample Sharpe ~19 vs SPY ~2, tiny drawdown (~1%), Calmar ~345. Superior risk-adjusted returns vs the S&P, capturing rebounds after spikes while staying defensive in calm markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.070.170.050.23
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
234.55%15.06%1.36%5.73%0.84
TAIL - Post Vol Bump
116.44%9.39%0.33%0.98%0.68
Initial Investment
$10,000.00
Final Value
$21,643.64
Regulatory Fees
$4.40
Total Slippage
$24.68
Invest in this strategy
OOS Start Date
Sep 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical etf rotation, risk-on/risk-off, volatility signal, momentum/rsi, leveraged nasdaq, cash/t-bills
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.

"TAIL - Post Vol Bump" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"TAIL - Post Vol Bump" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "TAIL - Post Vol Bump" has returned 3.76%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "TAIL - Post Vol Bump" is 0.01%. 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 "TAIL - Post Vol Bump", 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.