Skip to Content
Symphonies
Volatility Index Black Swan Catcher W/TINA (Only meant for bear market)
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A bear‑market, event‑driven plan: detects panics via volatility, buys UVXY on overheated rallies, buys leveraged rebounds when markets are washed out, otherwise rotates between growth (QQQ), defensive staples (XLP), short QQQ after sprints, or sits in T‑Bills (BIL).
NutHow it works
It first asks: is fear spiking? It checks a volatility fund’s “hot/cold” meter (RSI; high=overheated, low=washed‑out). Then three mini‑bots (S&P 500, Nasdaq, Semis) act: very hot → buy UVXY (volatility); very cold → buy rebound funds (SSO/QLD/USD/TECL). If neither, a Nasdaq trend check rotates QQQ vs defensive XLP, briefly shorts via PSQ after big sprints, or parks in T‑Bills (BIL).
CheckmarkValue prop
Out-of-sample, this bear-market strategy delivers ~31% annualized return vs SPY ~21.7%, with lower max drawdown (~16.3% vs ~18.8%) and Calmar ~1.9. It uses volatility-driven hedges to capture upside while limiting downside, with beta ~0.91.
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
682.7%15.66%1.36%5.73%0.95
Volatility Index Black Swan Catcher W/TINA (Only meant for bear market)
18,877.15%44.91%-2.15%4.8%1.77
Initial Investment
$10,000.00
Final Value
$1,897,714.90
Regulatory Fees
$11,134.31
Total Slippage
$73,342.94
Invest in this strategy
OOS Start Date
Nov 30, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Bear market, volatility spikes, tactical trading, leveraged etfs, mean reversion, trend filter, defensive cash, sector rotation
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.

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

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

Year-to-date, the symphony has returned 31.08%. 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, crypto, and options.