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Symphonies
TG 8 - 40-62.5% SVOL
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, risk‑managed mix that buys volatility after euphoric surges, buys 3x tech/S&P after sharp dips, and otherwise rests in SVOL plus low‑volatility bond/vol funds. Uses simple “hot/cold” gauges, volatility, drawdown, and bond trends to switch gears.
NutHow it works
It watches how “hot” or “cold” big US stocks are using a speedometer‑like score (RSI, 0–100). - Very hot → buy VIX funds (UVXY/VIXY) as protection. - Very cold → buy aggressive stock funds (3x tech/S&P: TECL, SPXL). - In‑between → sit mostly in an income‑oriented volatility fund (SVOL) plus calmer bond/vol picks (TMF/TMV/BTAL). It adjusts these sleeves as volatility and bond trends change.
CheckmarkValue prop
Out-of-sample, this strategy targets far higher upside with disciplined risk controls: ~49% annualized return vs ~23% for SPY; Calmar ~1.59; hedges via volatility sleeves and dynamic risk management. Higher potential with managed risk vs S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.41.230.480.69
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
56.34%11.97%-4.19%-3.74%0.73
TG 8 - 40-62.5% SVOL
666.95%67.44%10.39%10.69%1.8
Initial Investment
$10,000.00
Final Value
$76,694.80
Regulatory Fees
$210.86
Total Slippage
$1,204.48
Invest in this strategy
OOS Start Date
May 9, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, mean reversion, volatility hedging, trend filters, leveraged etfs, risk-managed
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVIX
-1x Short VIX Futures ETF
Stocks
SVOL
Simplify Volatility Premium 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.

"TG 8 - 40-62.5% SVOL" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"TG 8 - 40-62.5% SVOL" is currently allocated toSVOL, TMF, TECLandBTAL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "TG 8 - 40-62.5% SVOL" has returned 50.10%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "TG 8 - 40-62.5% SVOL" is 31.08%. 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 "TG 8 - 40-62.5% SVOL", 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.