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

About

A tactical “vol harvest” plan: if tech is red‑hot, switch to a fear spike fund; otherwise pair a defensive stock strategy with whichever of rates-up, rates-down, or short‑vol has been least jumpy. Uses very risky/levered funds—handle with care.
NutHow it works
It checks a 7‑day “heat” score on a turbocharged Nasdaq fund (TQQQ). If that score is >80 (very hot), it buys a fear fund (UVXY) that jumps when markets panic. Otherwise it splits 50/50: BTAL (defensive long‑low‑risk/short‑high‑risk US stocks) and the calmest of the last 5 days among TMF (long bonds), TMV (short bonds), or SVXY (short volatility). Trades only when things change (10% band).
CheckmarkValue prop
Out-of-sample edge: 25.56% annualized return vs SPY 24.21%; 17.96% max drawdown vs 18.76%; positive alpha ~0.27; negative beta ~-0.10 for hedging; Calmar 1.42. Superior risk-adjusted upside and resilience vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.32-0.020-0.01
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
644.52%15.14%2.19%5.01%0.92
Vol harvest
4,583.73%31.02%1.19%2.42%0.99
Initial Investment
$10,000.00
Final Value
$468,373.14
Regulatory Fees
$1,738.59
Total Slippage
$10,750.17
Invest in this strategy
OOS Start Date
Mar 15, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility harvesting, tactical allocation, regime switching, leveraged etfs, risk management, rates and volatility, defensive equity long-short
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
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 harvest" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "Vol harvest" has returned 25.56%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Vol harvest" is 17.96%. 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 harvest", 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.