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Symphonies
The vol-y wolly 2 check
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A risk-on/risk-off play. Two volatility sensors decide between: 2x Nasdaq (QLD) when calm and bonds lead; a hedged short‑vol mix (SVXY/VIXM) when calm but bonds lag; or a defensive blend (SHY, SPY, BTAL, GLD, XLP) when volatility is high.
NutHow it works
It runs two volatility checks (on the “fear” complex and the S&P 500). Each picks one mode: - Offense: QLD (2x Nasdaq) if markets are calm and bonds (BND) beat T‑bills (BIL), or if Nasdaq (QQQ) is very oversold (RSI<31). - Vol‑carry: 55% SVXY + 45% VIXM if calm but bonds lag cash. - Defense: equal SHY, SPY, BTAL, GLD, XLP if volatility is high without oversold. Final mix = average of the two checks. RSI is a short‑term “heat meter” (0–100).
CheckmarkValue prop
Out-of-sample, this strategy delivered about 24.3% annualized returns vs ~22.8% for the S&P, with stronger risk-adjusted metrics (OOS Sharpe ~1.03, Calmar ~1.22) and ~20% max drawdown, plus built-in hedges for volatility.
1M
3M
6M
YTD
1Y
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Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.870.440.66
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
682.7%15.66%1.36%5.73%0.95
The vol-y wolly 2 check
3,697.74%29.33%1.57%10.53%1.26
Initial Investment
$10,000.00
Final Value
$379,774.22
Regulatory Fees
$1,016.01
Total Slippage
$5,941.01
Invest in this strategy
OOS Start Date
Apr 30, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Volatility timing,tactical allocation,leveraged nasdaq,vix etfs,risk-on/off,bond-vs-cash filter,rsi dip-buying,defensive basket
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.

"The vol-y wolly 2 check" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"The vol-y wolly 2 check" is currently allocated toSVXY, SHY, SPY, BTAL, GLD, VIXMandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "The vol-y wolly 2 check" has returned 24.32%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "The vol-y wolly 2 check" is 20.00%. 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 "The vol-y wolly 2 check", 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.