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

About

Daily puts 15% into the two least “up‑and‑down” funds among SVXY (calm), VIXM (fear), BTAL (market‑neutral), and GLD (gold) based on the past month’s moves, splitting that 15% evenly. The remainder stays in cash or your other holdings.
NutHow it works
Each day it looks at the last 20 trading days and measures how “bumpy” four funds have been: SVXY (benefits when markets are calm), VIXM (rises when fear is high), BTAL (a market‑neutral stock strategy), and GLD (gold). It picks the two smoothest and splits 15% equally between them; the rest stays in cash/elsewhere. Rebalanced daily.
CheckmarkValue prop
Diversify with downside protection: negative beta (-0.31), oos max drawdown 14.9% vs SPX 18.8%, oos Calmar ~0.79, and 11.8% annualized return (Sharpe ~0.87). Lower risk, with growth potential for a core S&P portfolio.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.05-0.20.07-0.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
608.48%14.63%-1.77%0.2%0.9
Volatility Block
27.68%1.72%3.79%0.05%0.2
Initial Investment
$10,000.00
Final Value
$12,767.51
Regulatory Fees
$89.65
Total Slippage
$167.10
Invest in this strategy
OOS Start Date
May 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, low-volatility filter, vix etfs, gold, market-neutral, daily rebalancing
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
VIXM
ProShares VIX Mid-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.

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

"Volatility Block" is currently allocated toBTALandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Volatility Block" has returned 14.13%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Volatility Block" is 14.91%. 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 Block", 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.