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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

A daily risk-on/risk-off switch. When fear is surging, it either holds VIXM (expect more downside) or flips to SPXL if stocks look washed out. Otherwise it sits in T‑bills. Signals come from UVXY and SPY momentum scores.
NutHow it works
Daily: 1) Check UVXY’s 21‑day RSI (a 0–100 “speed” score). UVXY tracks market fear and jumps when stocks drop. If RSI ≤ 65: hold BIL (T‑bills). If RSI > 65: check SPY’s 21‑day RSI. If SPY > 30: buy VIXM (bet on more fear). If SPY ≤ 30: buy SPXL (3× S&P 500) to play a rebound.
CheckmarkValue prop
Out-of-sample, this strategy reduces drawdowns (5.3% vs SPY 6.3%), shows strong risk-adjusted returns (Calmar 7.12, Sharpe 1.09) with daily, rules-based shifts to cash, volatility or levered equities - an appealing, downside-conscious S&P 500 alternative.

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Invest in this strategy
OOS Start Date
Apr 4, 2025
Trading Setting
Daily
Type
Stocks
Category
Volatility-regime,tactical,daily-rebalance,vix etfs,leveraged equity,risk-on/risk-off,single-asset allocation,momentum
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 37.88%. 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, crypto, and options.