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Symphonies
100% Win Rate UVXY 39.5%
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based switch between UVXY (jumps when market fear/volatility spikes) and SHV (cash-like Treasuries). It looks for very “hot” markets via TQQQ/SPY and only buys UVXY if UVXY itself is firming; otherwise it parks in SHV.
NutHow it works
Daily checks: 1) If TQQQ’s 10‑day RSI > 81 (tech market very hot), buy UVXY only if UVXY’s 60‑day RSI > 39.5; otherwise hold SHV. 2) Else if SPY’s 10‑day RSI > 80, buy UVXY only if UVXY’s 60‑day RSI > 40; otherwise SHV. 3) If neither is hot, hold SHV. RSI = a 0–100 speed‑of‑move gauge; high = stretched. UVXY jumps on fear; SHV is cash‑like.
CheckmarkValue prop
Lower drawdowns and steadier risk-adjusted performance: oos max drawdown ~4% vs SPY ~19%. Upside is smaller, but the return path is smoother—a risk-aware alternative to chasing SPY’s highs.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.17-0.110.01-0.11
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
543.36%13.99%-7.68%-7.76%0.87
100% Win Rate UVXY 39.5%
642.89%15.15%0.25%0.83%0.92
Initial Investment
$10,000.00
Final Value
$74,289.35
Regulatory Fees
$37.82
Total Slippage
$258.99
Invest in this strategy
OOS Start Date
Jul 10, 2024
Trading Setting
Daily
Type
Stocks
Category
Rules-based, volatility trading, uvxy/shv rotation, rsi timing, daily rebalance, risk-on/risk-off
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
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.

"100% Win Rate UVXY 39.5%" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"100% Win Rate UVXY 39.5%" is currently allocated toSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "100% Win Rate UVXY 39.5%" has returned 2.44%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "100% Win Rate UVXY 39.5%" is 4.17%. 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 "100% Win Rate UVXY 39.5%", 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.