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Symphonies
Vol Events
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Simple daily switch: if volatility is heating up, move to T‑bills; if not, stay in the S&P 500. The trigger is UVXY’s 21‑day momentum (RSI) being above 62.
NutHow it works
Each day, it checks a “market stress thermometer” by looking at UVXY’s recent momentum over ~1 month. If UVXY has been rising strongly (score > 62), it moves 100% into BIL (T‑bills). Otherwise it holds 100% in SPY (the S&P 500).
CheckmarkValue prop
Out-of-sample Calmar 4.12 and beta ~0.54 offer strong risk-adjusted diversification vs SPY. The strategy rotates to BIL on volatility spikes, aiming to manage drawdowns and preserve upside in calm markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.050.770.770.88
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
618.76%14.93%2.19%5.01%0.92
Vol Events
814.67%16.9%2.19%5%1.14
Initial Investment
$10,000.00
Final Value
$91,467.41
Regulatory Fees
$51.64
Total Slippage
$354.04
Invest in this strategy
OOS Start Date
Apr 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Volatility-timing, risk-on/risk-off, etf rotation, s&p 500, t-bills, daily rebalancing
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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.

"Vol Events" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Vol Events" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Vol Events" has returned 32.93%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Vol Events" is 8.00%. 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 "Vol Events", 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.