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Symphonies
Vol-ey Wolley Mashup Remix
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, rules‑based portfolio that rides trends in tech and Treasuries when calm, and shifts to gold, the US dollar, staples, or volatility hedges during stress. It uses simple “hot/cold” and trend gauges to lean risk‑on or defend against crashes.
NutHow it works
In plain English: it’s a rules-based mix that tries to “surf the calm” and “brace for storms.” It reads simple gauges of heat/cool (RSI), trend (moving averages), choppiness (volatility), recent gains, and recent drops to decide what to hold. • Two volatility sentries watch the Nasdaq/S&P. Very hot → buy “fear” (UVXY) + a defensive stock mix (BTAL). Calm → ride tech (QLD) or bet on falling fear (SVXY/VIXM). Weak → a safety basket (SHY, SPY, BTAL, GLD, XLP). • An interest‑rate sleeve trend‑trades long US Treasuries: rising and not overheated → TMF (leveraged long bonds); falling or overheated → TMV (leveraged short bonds) or safety (gold GLD, US dollar UUP/USDU, staples XLP). • A momentum sleeve holds the best 2 of stocks (SPY), long bonds (TLT), gold (GLD), US dollar (UUP), commodities (DBC), or cash (SHV). • A crash‑catcher reacts to sharp tech drops: hedge with fear (UVXY), buy big dips (TQQQ) when deeply oversold, or sit in a safety trio (USDU/GLD/XLP). Ticker notes: UVXY/SVXY/VIXM = volatility funds; BTAL = defensive (long boring/short exciting stocks); TMF/TMV = 3x long/short 20‑yr Treasuries; UUP/USDU = long US dollar; XLP = consumer staples.
CheckmarkValue prop
Out-of-sample, this multi-sleeve strategy delivers 24.7% annualized vs SPY 22.8%, lower max drawdown (16% vs 18.8%), and a stronger Calmar (~1.55), with beta ~0.84. It aims for higher growth with less downside across regimes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.380.50.190.44
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
356.23%13.65%1.36%5.73%0.82
Vol-ey Wolley Mashup Remix
16,199.88%53.64%1.23%13.11%2.29
Initial Investment
$10,000.00
Final Value
$1,629,988.00
Regulatory Fees
$4,426.03
Total Slippage
$26,988.12
Invest in this strategy
OOS Start Date
Apr 30, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical multi-asset, volatility hedging, trend-following, momentum, leveraged etfs, crash protection, risk-managed
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.

"Vol-ey Wolley Mashup Remix" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Vol-ey Wolley Mashup Remix" is currently allocated toUSDU, SVXY, UUP, SHY, SPY, BTAL, TQQQ, SH, GLD, VIXMandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Vol-ey Wolley Mashup Remix" has returned 24.71%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Vol-ey Wolley Mashup Remix" is 15.96%. 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-ey Wolley Mashup Remix", 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.