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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 portfolio that chases uptrends with leveraged growth ETFs, buys deep dips, and quickly hedges or moves to safety (VIX, T‑Bills, gold, USD) when markets run too hot or turn turbulent. Seeks strong upside with fast drawdown defense.
NutHow it works
Each day it reads three gauges: trend, stretch, and turbulence. - Trend: If stocks/bonds trend up, it leans into growth using leveraged index funds (TQQQ, SPXL, TECL, SOXL). If bonds fall, it can flip to short‑bond (TMV). - Stretch: When moves look “too hot” (RSI ≈ a quick overbought/oversold score), it hedges with “fear” funds (UVXY/VIXY) or parks in T‑Bills (BIL/SHV). When “washed out,” it buys the dip (TQQQ/TECL/TMF). - Turbulence: In choppy/risk‑off regimes it shifts to gold (GLD), the U.S. dollar (UUP/USDU), and defensive/market‑neutral picks (XLP/XLU/BTAL). Weights favor calmer sub‑strategies.
CheckmarkValue prop
Out-of-sample Sharpe 1.84 vs SPY 1.16; drawdown 7.5% vs 18.8%; beta ~0.39; return ~19.8% vs 20.7%. Stronger risk-adjusted upside with hedges and lower market sensitivity—safer, smoother gains than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.30.320.320.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
80.74%18.59%-0.15%0.4%1.13
Volatility is the Enemy
246.34%43.01%1.79%3.91%3.91
Initial Investment
$10,000.00
Final Value
$34,633.87
Regulatory Fees
$106.27
Total Slippage
$612.23
Invest in this strategy
OOS Start Date
Sep 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend & mean‑reversion, leveraged etfs, volatility hedging, bonds/commodities, risk‑on/risk‑off
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, XME, VGLT, VCIT, USDU, SOXL, TMF, QQQ, SVXY, DBC, NVDA, GE, DBO, ICSH, TECL, BTAL, TQQQ, ANGL, BKLN, LLY, SHV, XLE, SH, QLD, UNH, FAS, SSO, HEFA, QID, GLD, SHYG, PDBC, VGIT, BIL, SQQQ, TYO, COST, XLP, BNDandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Volatility is the Enemy" has returned 20.28%. 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, and options.