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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

Daily, all-in/out. Sit in BIL when fear is calm. When fear rises, either buy VIXM to ride volatility, or switch to 3x S&P 500 (SPXL) if stocks look washed out, aiming for a snapback. Signals use 21‑day RSI on UVXY and SPY.
NutHow it works
Each day the system asks: Has UVXY (a fast-moving fund tied to short‑term market “fear”) been strong lately (RSI, a 0–100 recent‑strength score, > 65)? If no, hold T‑Bills (BIL). If yes, check SPY: if SPY isn’t deeply oversold (RSI > 30), buy VIXM (mid‑term VIX fund); if very oversold (RSI ≤ 30), buy SPXL (3x S&P 500) for a rebound.
CheckmarkValue prop
Out-of-sample, this strategy offers strong risk-adjusted growth: Calmar ~5.9 and Sharpe ~1.01, with smaller drawdown (~5.32% vs SPY 6.33%). It provides downside protection and steadier gains in volatility, versus 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
611.97%14.72%-0.15%0.4%0.91
4.4.25 VIX test
503.65%13.4%0.27%0.87%0.78
Initial Investment
$10,000.00
Final Value
$60,365.31
Regulatory Fees
$30.77
Total Slippage
$187.92
Invest in this strategy
OOS Start Date
Apr 4, 2025
Trading Setting
Daily
Type
Stocks
Category
Volatility timing, tactical etf rotation, rsi signals, vix futures exposure, risk-on/risk-off, daily rebalanced
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 Shares
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 27.96%. 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.