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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
Dynamic risk-on/off strategy targets higher risk-adjusted gains than the S&P 500. OOS Sharpe 1.89 vs 1.15, max drawdown 7.5% vs 18.8%, Calmar 2.73, alpha +0.11%. It rides trends and hedges risk.

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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 204 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AAPD
Direxion Daily AAPL Bear 1X Shares
Stocks
AAPL
Apple Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AGQ
ProShares Ultra Silver
Stocks
AMZD
Direxion Daily AMZN Bear 1X Shares
Stocks
AMZN
Amazon.Com Inc
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X Shares
Stocks
ANGL
VanEck Fallen Angel High Yield Bond ETF
Stocks
ATO
Atmos Energy Corporation
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 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, TYD, XME, FCG, USDU, TMF, GOVI, QQQ, SVXY, XLF, UUP, DBC, NVDA, GE, SHY, HDGE, SPHY, SPY, BTAL, TQQQ, BKLN, LLY, SHV, XLE, QLD, SSO, VIXY, QID, GLD, PDBC, TFLO, TMV, VIXM, XLY, BILandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Volatility is the Enemy" has returned 20.53%. 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.