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Symphonies
Volatility-Dependent SPY FTLT | Hedged
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based, daily portfolio that watches market “fear.” High fear → shift to bonds, cash and volatility hedges; low fear → ride stock and commodity uptrends. Uses ETFs (some leveraged). Goal: growth with smaller drawdowns.
NutHow it works
Each day it checks a fear gauge (VIX futures via VIXY). If fear is high, it defends with Treasuries (TLT/TMF/TMV), cash‑like T‑bills (SHV/SHY), volatility hedges (VIXY/UVXY/VIXM), or a short S&P (SH). If fear is low, it plays offense in SPY (plus some UPRO), tech (QQQ/TQQQ/TECL), and trending energy/commodities (XLE/XOP, DBC/DBA). Rules use price vs averages and an RSI “speedometer.”
CheckmarkValue prop
Regime-based, daily risk management that reduces drawdowns and diversifies return sources. Out-of-sample max drawdown: ~10.8% vs SPY’s ~18.8%, thanks to volatility hedges, bonds, and trend exposure—seeking steadier, controlled growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.270.190.080.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
501.59%14.43%-5.67%-5.04%0.89
Volatility-Dependent SPY FTLT | Hedged
4,715.59%33.79%2.08%4.11%2.53
Initial Investment
$10,000.00
Final Value
$481,558.62
Regulatory Fees
$1,988.22
Total Slippage
$12,272.38
Invest in this strategy
OOS Start Date
Aug 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Volatility-switching, trend/momentum, tactical asset allocation, multi-asset, hedged, leveraged etfs, daily rebalance
Tickers in this symphonyThis symphony trades 46 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CPER
United States Copper Index Fund
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
FAN
First Trust Global Wind Energy 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-Dependent SPY FTLT | Hedged" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Volatility-Dependent SPY FTLT | Hedged" is currently allocated toXME, FCG, KOLD, TMF, XOP, DBA, UUP, DBC, SHY, DBO, BTAL, ICLN, XLE, SH, TAN, FANandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Volatility-Dependent SPY FTLT | Hedged" has returned 7.52%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Volatility-Dependent SPY FTLT | Hedged" is 10.76%. 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-Dependent SPY FTLT | Hedged", 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.