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

About

A daily, rules‑based crash catcher for tech/semis. It watches volatility and how stretched prices are. In shocks it hedges or holds T‑Bills; in calm it toggles between aggressive 3x tech exposure and defensive bonds/dollar/volatility. Very volatile.
NutHow it works
Daily, it checks the “fear index” (market volatility). If fear jumps, it hedges: bet against overheated tech/semis or sit in T‑Bills. It uses RSI (a speedometer of recent price moves: high=overheated, low=washed‑out) on 30/20/10‑day windows to flip between 3x long, 3x short, or cash. When fear is normal, a second engine picks offense (3x tech/semis) or defense (Treasuries, USD, or volatility funds) by seeing whether stocks or bonds are leading. Rebalances daily.
CheckmarkValue prop
Out-of-sample Sharpe 1.37 and Calmar 1.55 point to stronger risk-adjusted upside versus SPY, thanks to tactical 3x tech/semis plus quick crash hedges. Potential ~71% annualized return; but prepare for higher drawdowns (~46%).

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Invest in this strategy
OOS Start Date
Dec 14, 2022
Trading Setting
Daily
Type
Stocks
Category
Volatility, crash protection, tactical asset allocation, leveraged etfs, tech, semiconductors, bonds/treasuries, us dollar, trend/momentum, mean-reversion, risk management
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 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 70.86%. 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, crypto, and options.