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

About

Mostly parks in short‑term Treasuries. When the stock market is on a short‑term hot streak and volatility shows signs of life, it switches to UVXY to try to catch a volatility spike. Rebalanced daily; UVXY is very risky.
NutHow it works
Daily check. RSI is a 0–100 “heat meter” of recent price moves. If stocks look extremely hot (10‑day RSI of TQQQ>81 or SPY>80), then see if “fear” is waking up (UVXY’s 60‑day RSI>40). If yes, buy UVXY (a fast, risky VIX‑futures fund). Otherwise, sit in SHV (cash‑like T‑bills).
CheckmarkValue prop
Out-of-sample, it cuts drawdown to 4.17% vs SPY’s 18.76%, delivering capital preservation and steadier performance. Upside is lower (2.34% vs 16.25%), but risk is managed—ideal ballast for risk-averse investors.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.16-0.110.01-0.12
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
595.67%14.62%0.25%0.83%0.89
Initial Investment
$10,000.00
Final Value
$69,566.56
Regulatory Fees
$37.04
Total Slippage
$253.73
Invest in this strategy
OOS Start Date
Jul 10, 2024
Trading Setting
Daily
Type
Stocks
Category
Volatility timing, rsi triggers, tactical allocation, uvxy vs shv, daily rebalance
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" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "100% Win Rate UVXY" 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" 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", 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.