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

About

A crash‑defense, volatility‑driven plan: usually in T‑bills (BIL), sometimes rotates into SPY, and only jumps into UVXY/VIXY during brief, extreme panic spikes using short‑term “is fear rising or cooling?” checks.
NutHow it works
Most of the time it sits in BIL (short‑term T‑bills). It only takes risk when market “fear” is extreme. It watches UVXY/VIXY (funds that jump when fear spikes and usually fall), SPY (S&P 500), and compares recent moves. If fear is peaking then easing and still red‑hot, it briefly buys the stronger of UVXY or VIXY. Otherwise it holds SPY or BIL based on the past ~2 weeks’ results.
CheckmarkValue prop
Defensive, volatility-driven strategy: mostly cash, only brief spikes to capture rare volatility. Out-of-sample: Sharpe 0.46, annualized 12.7%, positive alpha ~0.51M, negative SPY beta—offers diversification and steadier risk-adjusted returns vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.33-0.750.1-0.32
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
648.54%14.93%6.16%5.09%0.91
Volatility BSC
813.82%16.53%0.32%0.87%0.55
Initial Investment
$10,000.00
Final Value
$91,382.13
Regulatory Fees
$98.45
Total Slippage
$670.74
Invest in this strategy
OOS Start Date
Aug 26, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical allocation, volatility spike capture, crash defense, momentum, etfs: spy, bil, uvxy, vixy, vixm
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VIXM
ProShares VIX Mid-Term Futures ETF
Stocks
VIXY
ProShares 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.

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

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

Year-to-date, "Volatility BSC" has returned 11.88%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Volatility BSC" is 31.64%. 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 BSC", 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.