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Symphonies
Vol-ey Wolley Mashup Remix [No VIXM] V3.0
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based rotation that leans into leveraged tech and Treasuries in calm uptrends, and flips to safety (dollar, gold, staples, short Treasuries) or volatility hedges during stress. Signals are simple: heat, trend, turbulence, and big drops.
NutHow it works
It reallocates daily using simple signals: trend (price vs its average), “heat” (RSI, a 0–100 hot/cold gauge), turbulence (choppiness), and recent drops. In calm uptrends it owns growth and long bonds (QLD/TQQQ, TMF) and recent winners (SPY, GLD, UUP, DBC). If things get too hot or choppy, it shifts to safety (SHY/SHV, UUP/USDU, GLD, XLP) or volatility hedges (UVXY; sometimes SVXY) until conditions cool.
CheckmarkValue prop
Out-of-sample edge: 25.33% annual return vs 21.57% S&P, Calmar 1.15, Sharpe ~1.25. Dynamic growth/duration rotation with volatility hedges targets stronger compounding, though drawdowns can approach 22% in stress.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.370.640.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
362.46%13.64%2.19%5.01%0.83
Vol-ey Wolley Mashup Remix [No VIXM] V3.0
19,565.92%55.43%1.43%4.36%2.18
Initial Investment
$10,000.00
Final Value
$1,966,591.76
Regulatory Fees
$4,861.89
Total Slippage
$29,450.79
Invest in this strategy
OOS Start Date
Jun 23, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, volatility hedging, momentum, macro regime timing, crash protection, leveraged etfs, bond/interest-rate timing
Tickers in this symphonyThis symphony trades 30 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
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
PSQ
ProShares Short QQQ
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toTIP, IEF, TMF, VTIP, SVXY, UUP, DBC, HYG, SHY, LQD, SPY, BTAL, TQQQ, IEI, GLD, TLTandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 25.33%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.00%. 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 the symphony, 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.