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Symphonies
4.4.25 VIX test
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Sits in T‑Bills unless market fear is surging. When fear jumps, it either buys a volatility fund (VIXM) if stocks aren’t deeply oversold, or a 3× S&P 500 fund (SPXL) if they are, aiming for a rebound.
NutHow it works
Daily check of market “fear.” UVXY (a short‑term fear ETF) is measured with a 21‑day RSI, a 0–100 speedometer of recent moves. - If UVXY’s RSI ≤ 65: hold BIL (T‑Bills/cash‑like). - If UVXY’s RSI > 65 (fear jumping): • If the S&P 500 (SPY) RSI > 30: buy VIXM (a mid‑term fear fund). • Else (stocks very oversold): buy SPXL (3× S&P 500) for a rebound.
CheckmarkValue prop
Out-of-sample risk-adjusted edge: Calmar ~5.9 and drawdowns ~5.3% vs SPY ~6.3%. It shields capital when fear spikes and seeks rebounds, delivering steadier, lower-risk upside than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.0100.01
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
597.07%14.51%-1.77%0.2%0.89
4.4.25 VIX test
493.5%13.23%-1.54%-0.96%0.77
Initial Investment
$10,000.00
Final Value
$59,349.74
Regulatory Fees
$34.82
Total Slippage
$211.87
Invest in this strategy
OOS Start Date
Apr 4, 2025
Trading Setting
Daily
Type
Stocks
Category
Volatility timing,tactical etf rotation,rsi signals,leveraged etfs,daily rebalance,cash defense
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VIXM
ProShares VIX Mid-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.

"4.4.25 VIX test" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"4.4.25 VIX test" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "4.4.25 VIX test" has returned 24.52%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "4.4.25 VIX test" is 5.32%. 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 "4.4.25 VIX test", 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.