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

About

Rules‑based, daily portfolio that rides stock uptrends but “front‑runs” pullbacks: when stocks look overheated it rotates into VIX funds and hedges; otherwise it holds trending stocks plus bonds/commodities, buys sharp tech dips, and uses T‑bills when no edge.
NutHow it works
Each day the rules check how “hot” or “cold” prices are (RSI = a 0–100 heat meter). If SPY/QQQ look overheated (upper‑70s/80s), it rotates into volatility funds that jump when fear rises (UVXY/VIXY) plus hedges (BTAL, EUM). Otherwise it owns trending stocks (SPY/QQQ) and sometimes bonds (TLT/EDV), gold (GLD), oil (DBO), or the U.S. dollar (UUP), using trend filters. In big selloffs it buys tech dips (TQQQ/QLD) or parks in T‑bills (BIL/SHV).
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted returns than the S&P 500: Sharpe ~1.02 vs 0.91, drawdown ~8.4% vs 18.8%, positive alpha, and strong diversification. It uses volatility hedges to protect capital while seeking growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.450.250.060.24
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
581.01%14.49%-1.77%0.2%0.9
Tangency 18 + Volatility Frontrunners
80,249.09%60.28%0.1%1.47%2.72
Initial Investment
$10,000.00
Final Value
$8,034,909.01
Regulatory Fees
$23,456.66
Total Slippage
$147,998.22
Invest in this strategy
OOS Start Date
Oct 14, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, volatility timing, trend + mean reversion, hedged, leveraged etfs, equities/bonds/commodities/currency, daily rebalance
Tickers in this symphonyThis symphony trades 98 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AIA
iShares Asia 50 ETF
Stocks
BGX
Blackstone Long-Short Credit Income Fund
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
BWZ
SPDR Bloomberg Short Term International Treasury Bond ETF
Stocks
COKE
Coca-Cola Consolidated, Inc. Common Stock
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.

"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, PGR, KOLD, EEM, TMF, XOP, DBA, QQQ, COKE, XMPT, NVO, SVXY, UUP, EEMV, DBC, GE, SHY, SPY, DBO, BTAL, LLY, SHV, XLE, EDC, SH, EDV, GLD, TLT, SCHD, VIXM, BIL, COST, XLP, BNDandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Tangency 18 + Volatility Frontrunners" has returned 12.32%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Tangency 18 + Volatility Frontrunners" is 8.36%. 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, and options.