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

About

A volatility‑aware switch. In calm markets it either goes aggressive 2× Nasdaq or runs a vol‑carry mix (SVXY/VIXM). In rough markets it either buys a washed‑out Nasdaq dip or parks in a defensive basket (SHY, SPY, BTAL, GLD, XLP).
NutHow it works
First it checks how “bumpy” the S&P 500 has been. If calm, it asks: have total US bonds (BND) beaten T‑bills (BIL) lately? If yes, go all‑in a 2× Nasdaq fund (QLD). If not, hold 55% SVXY (benefits when near‑term volatility fades) and 45% VIXM (a mid‑term volatility hedge). If markets are jumpy, it either buys a deep Nasdaq dip (QLD) or holds an equal mix of SHY (short Treasuries), SPY, BTAL (low‑risk vs high‑risk stocks), GLD (gold), and XLP (consumer staples).
CheckmarkValue prop
Out-of-sample edge: ~32.9% annualized return vs ~22.8% for the S&P, with ~1.14 Sharpe and ~1.19 Calmar. A volatility-aware rotation aims for higher upside while hedging risk, though drawdowns can spike in rare stress periods.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.161.090.380.61
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
5,767.73%33.37%-0.03%14.54%1.12
Initial Investment
$10,000.00
Final Value
$586,772.64
Regulatory Fees
$1,273.16
Total Slippage
$7,390.21
Invest in this strategy
OOS Start Date
Apr 30, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical allocation, volatility regime, leveraged tech, vix etfs, mean reversion, defensive rotation
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" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"The vol-y wolly" is currently allocated toSVXYandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "The vol-y wolly" has returned 32.92%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "The vol-y wolly" is 27.58%. 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", 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.