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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

Buys a volatility spike hedge when a fast‑moving tech fund looks overheated; otherwise holds a defensive market‑neutral fund plus the least jumpy of short‑vol or long/short long‑term Treasuries.
NutHow it works
It watches a very jumpy tech fund (TQQQ). If a 0–100 “heat” score of recent moves (RSI) is above 80, it treats markets as too hot and buys a shock absorber (UVXY) that jumps when fear spikes. Otherwise it splits: half in BTAL (market‑neutral: long steadier, short jumpier stocks) and half in the calmest over the last week among SVXY (short volatility), TMF (long bonds), or TMV (short bonds).
CheckmarkValue prop
Out-of-sample, the strategy targets ~25% annualized return with ~18% max drawdown (better than SPY’s ~19%), a negative market beta, and Calmar ~1.39—delivering higher upside with stronger downside protection than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.33-0.030-0.01
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
622.06%14.72%-1.77%0.2%0.9
Vol harvest
5,072.89%31.53%5.28%10.62%1
Initial Investment
$10,000.00
Final Value
$517,289.33
Regulatory Fees
$1,848.68
Total Slippage
$11,438.76
Invest in this strategy
OOS Start Date
Mar 15, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility timing, tactical allocation, leveraged etfs, market-neutral factor, alternatives
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 ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X ETF
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 toTMVandBTAL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Vol harvest" has returned 28.24%. 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, and options.