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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

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, this strategy targets ~66% annualized returns vs ~21% for the S&P, with Calmar ~1.44. It tactically leverages tech/semis and hedges volatility to seek big upside, while accepting ~46% max drawdown for higher long-term growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.551.550.360.6
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
58.91%13.02%2.19%5.01%0.78
Volatility Index Black Swan Catcher
1,153.62%95.02%-0.23%8.99%1.68
Initial Investment
$10,000.00
Final Value
$125,362.24
Regulatory Fees
$374.29
Total Slippage
$2,206.05
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 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 Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SPY
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 66.11%. 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.