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Symphonies
Tangency 18 + Volatility Frontrunners
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, multi‑asset, volatility‑aware strategy. It rides tech/semi uptrends, rotates into Treasuries, gold, oil/gas and the U.S. dollar when those lead, and adds hedges or VIX (“fear index”) funds when markets look overheated. Uses some leveraged/short ETFs.
NutHow it works
Each day it checks three things: trend, heat, and fear. If stocks run too hot or fear rises (VIX funds), it shifts to protection: cash‑like T‑Bills (BIL/SHV), short funds that rise when markets fall (PSQ/SH), or “fear index” funds (UVXY/VIXY). When trends are healthy and calm, it leans into growth (QQQ/Nasdaq, sometimes TQQQ/QLD) and adds Treasuries (TLT/TMF), gold (GLD), oil/gas (DBO/FCG) or the U.S. dollar (UUP) when those trends lead. It cuts back quickly when signals flip.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.12 vs 0.89, Calmar 1.86, max drawdown 8.35% vs 18.76%, beta ~0.58. Returns ~15.5% vs S&P ~16.1%, but with far stronger downside protection and a diversified, volatility-aware mix.

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Invest in this strategy
OOS Start Date
Oct 14, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset tactical, trend + mean reversion, volatility timing, hedged, leveraged/short etfs, commodities & bonds
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.

"Tangency 18 + Volatility Frontrunners" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Tangency 18 + Volatility Frontrunners" is currently allocated toILCG, XME, FCG, IEF, EUM, PGR, BGX, TMF, DBA, QQQ, COKE, NVO, SVXY, UUP, EEMV, DBC, GE, SHY, SPY, TECL, TQQQ, LLY, SHV, EDZ, XLE, GLD, TLT, TMV, SCHD, VIXM, BIL, COST, XLPandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Tangency 18 + Volatility Frontrunners" has returned 15.53%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Tangency 18 + Volatility Frontrunners" is 8.35%. 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 "Tangency 18 + Volatility Frontrunners", 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.