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Symphonies
Volatility is the Enemy
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-driven “risk on/off” system. It chases strong uptrends (often tech, semis, or long Treasuries, sometimes with leverage) and shifts to safety or hedges (T‑bills, dollar, gold, VIX/inverse) when markets get overheated or fragile.
NutHow it works
It’s a rules-based “risk switch.” Each day it checks three dials: trend (is price above/below its average?), heat (a 0–100 speedometer of buying/selling), and choppiness (volatility/drawdowns). If calm and trending up, it owns fast movers (often tech/semis or long Treasuries, sometimes with leverage). If hot or breaking down, it shifts to T‑bills, dollar, gold, or hedges (VIX/inverse funds). It also favors sub‑systems that recently earned more with less chop.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk, with Sharpe 1.85 vs 1.15, max drawdown 7.5% vs 18.8%, Calmar 2.77, and ~20.8% annualized return. It blends risk-on bets with smart hedges for steadier upside.

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Invest in this strategy
OOS Start Date
Sep 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-strategy, risk-on/off, trend-following, mean-reversion, leveraged etfs, bonds, volatility hedging, commodities, u.s. equities, tactical allocation
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 is the Enemy" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Volatility is the Enemy" is currently allocated toUPRO, XME, FCG, PGHY, USDU, TMF, GOVI, QQQ, SVXY, UUP, DBC, NVDA, GE, SHY, SPY, BTAL, TQQQ, BKLN, LLY, SHV, SH, SOXS, QLD, SSO, QID, GLD, PDBC, TFLO, TMV, VIXM, XLY, BIL, XLPandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Volatility is the Enemy" has returned 20.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Volatility is the Enemy" is 7.53%. 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 is the Enemy", 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.