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Symphonies
Volatility and Kelly Symphony
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Splits money between a volatility-based S&P sleeve and a long‑term trend sleeve. Moves among SPY, short‑term Treasuries, and 2x/3x S&P ETFs; uses T‑bills when trend is down. Rebalanced daily.
NutHow it works
Your money is split 50/50 into two parts. Part 1 (volatility-based): looks at how bumpy SPY has been over ~1 month. Very bumpy: about 50% SPY, 50% SHY. Somewhat bumpy: ~75% SPY, 25% SHY. Normal: 100% SPY. Very calm: split between 2x (SSO) and 3x (UPRO) S&P funds. Part 2 (trend): if SPY is above its 200‑day average, hold 3x S&P (UPRO); otherwise hold T‑bills (BIL). Rebalanced daily.
CheckmarkValue prop
Out-of-sample: ~24.8% annualized return with adaptive risk management. A two-sleeve system using volatility targeting and trend-following tilts toward leverage in up markets and Treasuries in downturns, targeting stronger long-term growth than SPY with managed risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.051.430.650.8
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
897.8%15.04%1.36%5.73%0.9
Volatility and Kelly Symphony
3,896.89%25.18%2.53%12.92%0.89
Initial Investment
$10,000.00
Final Value
$399,688.97
Regulatory Fees
$363.61
Total Slippage
$1,835.20
Invest in this strategy
OOS Start Date
Jan 15, 2025
Trading Setting
Daily
Type
Stocks
Category
Volatility targeting, trend following, tactical asset allocation, leveraged etfs, s&p 500, treasuries, risk-on/risk-off
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.

"Volatility and Kelly Symphony" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Volatility and Kelly Symphony" is currently allocated toSSOandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Volatility and Kelly Symphony" has returned 24.77%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Volatility and Kelly Symphony" is 27.96%. 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 "Volatility and Kelly 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.