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Symphonies
Volatility Index Black Swan Catcher
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily crash‑catcher for tech/semis. Uses a temperature gauge (RSI) and volatility to flip between 3x long, 3x short, cash‑like T‑Bills, or a bonds/volatility basket. Includes a Double‑Pop dip‑buy/overheat‑hedge. Very aggressive; expect big swings.
NutHow it works
It watches market fear (VIXM). If fear spikes, it shifts to crash‑mode. Then it checks QQQ and semiconductors (SMH) “temperature” (RSI = a quick score of how hot/cold recent moves are) over 10/20/30 days: hot → 3x inverse (SQQQ/SOXS), cold → 3x long (TQQQ/SOXL), in‑between → T‑Bills (BIL) or a bonds/volatility mix. If no spike and stocks look firm, a Double‑Pop module buys 3x tech/semis after sharp drops, but hedges with VIX (UVIX) or inverse tech when rallies run hot. Bond checks (BND vs SPY; IEF vs TLT) guide when to prefer the bonds/vol basket. Rebalances daily.
CheckmarkValue prop
Out-of-sample, this crash-catcher targets tech leadership with Sharpe ~1.35 vs SPY ~1.34, ~67.9% vs 21.3%, and Calmar ~1.48. Higher upside with hedged risk controls; riskier drawdowns but potentially superior risk-adjusted returns vs the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.521.580.370.61
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
54.12%11.59%-1.77%0.2%0.71
Volatility Index Black Swan Catcher
1,053.62%85.89%-9.48%-3.15%1.58
Initial Investment
$10,000.00
Final Value
$115,362.18
Regulatory Fees
$409.79
Total Slippage
$2,444.20
Invest in this strategy
OOS Start Date
Dec 14, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical, momentum, mean-reversion, volatility, leveraged etfs, risk-on/risk-off, market timing, bonds, technology, semiconductors
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
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 Index Black Swan Catcher" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Volatility Index Black Swan Catcher" is currently allocated toTMF, UUP, TQQQandTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Volatility Index Black Swan Catcher" has returned 57.78%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Volatility Index Black Swan Catcher" is 45.79%. 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 Index Black Swan Catcher", 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.