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Symphonies
10 day Oversold Block
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

When tech looks extremely overheated, rotate from T‑Bills into a risk‑balanced mix of VIX-linked funds to catch a volatility spike; otherwise sit in cash‑like T‑Bills. Uses multiple short-term “heat” checks and daily rebalancing.
NutHow it works
It watches how “hot” a leveraged tech fund (TQQQ) has been over 2, 5, 10, and 15 days using a 0–100 speedometer (RSI). If readings are extremely hot, it shifts into a mix of volatility funds (UVXY, VXX, VIXM) that tend to jump when markets fall. If not, it stays in short‑term T‑Bills (BIL). It blends positions by favoring the options that have been steadier recently.
CheckmarkValue prop
Out-of-sample Sharpe ~5.4 with max drawdown ~5% vs SPY ~19%; near-zero beta means steadier returns. This volatility-tilt strategy protects capital in tech froth while delivering stronger risk-adjusted results versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.17-0.090.02-0.14
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
168.1%14.47%-2.64%-1.35%0.78
10 day Oversold Block
197.45%16.11%0.27%0.87%1.26
Initial Investment
$10,000.00
Final Value
$29,744.57
Regulatory Fees
$33.37
Total Slippage
$202.07
Invest in this strategy
OOS Start Date
Sep 20, 2024
Trading Setting
Daily
Type
Stocks
Category
Volatility spike, contrarian, tactical, rsi extremes, vix etps, cash/t-bills, nasdaq-100 trigger, daily rebalance
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VIXM
ProShares VIX Mid-Term Futures ETF
Stocks
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
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.

"10 day Oversold Block" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"10 day Oversold Block" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "10 day Oversold Block" has returned 5.62%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "10 day Oversold Block" is 0.05%. 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 "10 day Oversold Block", 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.