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Symphonies
A Damn Foolish Endeavor
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily rotates between S&P 500, cash, and VIX-based ETFs using a simple RSI signal: hedge when hot, buy aggressively when washed out, short volatility when calm (unless it just cracked). Very risky; uses leveraged and volatility funds.
NutHow it works
Each day it checks SPY’s 10‑day RSI (a 0–100 gauge of recent momentum). - If RSI ≥ 70 (hot): hold 75% SPY (S&P 500) + 25% UVXY (bets on rising volatility). - If RSI ≤ 30 (washed‑out): buy UPRO (3× S&P 500). - Otherwise: hold SVIX (bets on falling volatility) unless SVXY just fell >10% in 4 days; if so, hold BIL (T‑Bills/cash).
CheckmarkValue prop
Volatility-aware rotation sleeve to diversify a stock portfolio. Seeks to hedge pullbacks and ride volatility regimes. OOS return: ~17.9% vs S&P 23.0%; higher drawdowns and lower risk-adjusted return—best as a tactical overlay, not core.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.132.650.60.78
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
55.52%12.67%1.98%3.15%0.76
A Damn Foolish Endeavor
204.54%35.09%17.36%14.55%0.81
Initial Investment
$10,000.00
Final Value
$30,453.52
Regulatory Fees
$90.94
Total Slippage
$552.30
Invest in this strategy
OOS Start Date
Nov 22, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility timing, vix etp rotation, leveraged etfs, daily rebalancing, risk-on/risk-off
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
SVIX
-1x Short VIX Futures ETF
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
UPRO
ProShares UltraPro S&P 500
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.

"A Damn Foolish Endeavor" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"A Damn Foolish Endeavor" is currently allocated toSVIX. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "A Damn Foolish Endeavor" has returned 17.94%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "A Damn Foolish Endeavor" is 64.76%. 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 Damn Foolish Endeavor", 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.