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Symphonies
A Bad Idea
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A binary, high‑risk plan: usually all‑in SVXY (betting on calm markets). If SVXY drops more than 10% within 4 days, switch to BIL (T‑bills) until that drop no longer shows in the 4‑day lookback. Daily checks; very risky and prone to whipsaws.
NutHow it works
Every day it checks SVXY—an ETF that usually rises when market turbulence calms and can drop fast when turbulence spikes. If SVXY has fallen more than 10% from a recent 4‑day high, it moves fully into BIL (a very short‑term U.S. Treasury bill fund). Otherwise it stays fully in SVXY. The aim is to ride calm periods and step aside after sharp drops.
CheckmarkValue prop
A rules-based crash-filter strategy blending SVXY with short Treasuries (BIL). Out-of-sample Sharpe ~0.71 and ~18.5% annualized return offer risk-adjusted growth and diversification with a cash hedge during volatility—complements the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.151.620.390.62
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
662.95%15.19%-0.15%0.4%0.93
A Bad Idea
7,309.64%34.94%-3.56%0.99%0.91
Initial Investment
$10,000.00
Final Value
$740,964.22
Regulatory Fees
$682.23
Total Slippage
$4,342.12
Invest in this strategy
OOS Start Date
Jun 9, 2023
Trading Setting
Daily
Type
Stocks
Category
Short volatility, inverse vix futures, crash filter, tactical, daily rebalancing, t‑bills, high risk
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SVXY
ProShares Short 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.

"A Bad Idea" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"A Bad Idea" is currently allocated toSVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "A Bad Idea" has returned 15.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "A Bad Idea" is 39.23%. 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 "A Bad Idea", 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.