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Symphonies
Volatility Index Black Swan Catcher W/TINA (Only meant for bear market)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Bear‑market tactical system that watches fear (VIXM) and three “pop bots” for S&P, Tech, and Semis. It fades sharp run‑ups with UVXY or short‑tech, buys oversold dips with 2–3x bulls, and otherwise hides in staples (XLP) or T‑bills (BIL).
NutHow it works
1) Checks for market panic via VIXM (a volatility fund). RSI (0–100 gauge of recent gains/losses): >70 = very hot, <30 = very cold. 2) Runs 3 mini-bots on S&P, Tech (QQQ), and Semis: - Too hot? Buy UVXY (volatility often spikes when stocks cool). - Too cold? Buy 2x bull (SSO/QLD/USD) for a bounce. - Else “TINA”: If QQQ trend up but just popped >5.5% in 10 days, use PSQ (short tech); else own the stronger of XLP (defensive) or QQQ. If trend down and oversold, use TECL (3x tech); otherwise sit in BIL (T‑bills).
CheckmarkValue prop
Out-of-sample strategy delivers ~31% annual return vs SPY ~21%, with stronger risk-adjusted metrics (Calmar ~1.91, Sharpe ~1.25) and smaller drawdown (~16% vs ~19%), plus lower beta (~0.90).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.310.540.170.41
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
Volatility Index Black Swan Catcher W/TINA (Only meant for bear market)
21,911.77%45.51%9.21%16%1.79
Initial Investment
$10,000.00
Final Value
$2,201,176.55
Regulatory Fees
$12,250.62
Total Slippage
$80,856.11
Invest in this strategy
OOS Start Date
Nov 30, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Bear-market, volatility-hedge, tactical rotation, mean reversion, trend filter, leveraged etfs, sector rotation, defensive cash
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SSO
ProShares Ultra S&P500
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
USD
ProShares Ultra Semiconductors
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 34.52%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 16.30%. 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 the symphony, 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.