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Symphonies
V2 | Rising Rates with Vol Switch
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches between offense (3× Nasdaq + 3× long Treasuries) and defense (gold, U.S. dollar, managed futures, Treasuries, small slices of stocks) when Nasdaq or Treasuries drop hard over ~2 weeks. Sizes by recent calmness; ~15% cash in offense.
NutHow it works
Daily it checks two tripwires: has the Nasdaq-100 fallen >6% from a recent 2-week high, or have long-term Treasuries fallen >7%? If yes, it moves to defense: gold, U.S. dollar strength, managed futures, Treasuries, and small slices of stocks, giving more to the calmer choices. If no, it goes on offense: about 85% split 55% in a 3× Nasdaq fund and 45% in a 3× long-Treasury fund; ~15% stays in cash. It trades mainly when signals flip or weights drift ~5%.
CheckmarkValue prop
Evidence-based, rules-driven strategy designed for diversification and risk control. Out-of-sample Sharpe ~0.83 with 18.8% annualized return and beta ~0.89 vs the S&P, plus regime-switching to navigate volatility and diversify risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.190.60.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
150.53%15.45%1.2%6.23%0.81
V2 | Rising Rates with Vol Switch
427.61%29.71%-5.89%6.57%1.16
Initial Investment
$10,000.00
Final Value
$52,760.57
Regulatory Fees
$124.93
Total Slippage
$744.90
Invest in this strategy
OOS Start Date
Mar 21, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Risk-on/risk-off, leveraged etfs, volatility targeting, multi-asset, trend filter, defensive overlay
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.

"V2 | Rising Rates with Vol Switch" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V2 | Rising Rates with Vol Switch" is currently allocated toGLD, TMF, DBMF, TQQQ, UPROandUSDU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V2 | Rising Rates with Vol Switch" has returned 15.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V2 | Rising Rates with Vol Switch" is 30.76%. 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 "V2 | Rising Rates with Vol Switch", 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.