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Symphonies
Vol-ey Wolley Mashup Remix [No VIXM]
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, multi-asset strategy that shifts between leveraged tech, long/short Treasuries, volatility hedges, and defensive assets based on trend, momentum, and volatility. Seeks growth in calm trends and protection in shocks; uses leveraged/volatility ETFs (high risk).
NutHow it works
It watches three things: trend, momentum, and volatility. - If markets are calm or trending up, it leans into offense (leveraged Nasdaq or long Treasuries). - If stress rises or prices get extreme, it rotates to hedges (US dollar, gold, staples) or volatility (UVXY). - A bond module flips between long/short long-term Treasuries as rates change.
CheckmarkValue prop
Out-of-sample edge: 25.0% annualized vs 22.4% SPY; drawdown 16.8% vs 18.8%; Calmar 1.49; beta ~0.87. Higher growth with better downside protection and lower market beta through dynamic leverage, hedges, and regime shifts.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.370.520.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
348.51%13.16%-1.77%0.2%0.8
Vol-ey Wolley Mashup Remix [No VIXM]
17,551.9%53.16%1.68%2.43%2.26
Initial Investment
$10,000.00
Final Value
$1,765,190.49
Regulatory Fees
$5,221.04
Total Slippage
$31,961.89
Invest in this strategy
OOS Start Date
Apr 30, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical multi-asset, volatility timing, momentum, interest-rate driven, crash hedging, leveraged/inverse etfs
Tickers in this symphonyThis symphony trades 25 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
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-ey Wolley Mashup Remix [No VIXM]" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Vol-ey Wolley Mashup Remix [No VIXM]" is currently allocated toUSDU, TMF, SVXY, DBC, SHY, SPY, BTAL, GLD, TMVandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Vol-ey Wolley Mashup Remix [No VIXM]" has returned 23.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Vol-ey Wolley Mashup Remix [No VIXM]" is 16.77%. 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 [No VIXM]", 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, and options.