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

About

Daily switches 100% among UPRO, SVXY, UVXY, or T‑bills using SPY’s 10‑day “temperature” (RSI) and a 4‑day SVXY drop test. Buys rebounds at extremes, sells volatility in calm, and moves to cash after fresh volatility shocks.
NutHow it works
Each day it checks SPY’s 10‑day RSI—a quick “hot/cold” meter of recent gains vs. losses (≥70 = very hot, ≤30 = very cold). If ≥70: buy UVXY (jumps when market fear spikes). If ≤30: buy UPRO (3× S&P 500; bet on a rebound). Otherwise it looks at SVXY’s last 4‑day drop: if down >10% buy BIL (T‑bills); else buy SVXY (tends to rise when fear calms). 100% goes into the chosen fund; rebalances daily. Very aggressive—big swings possible.
CheckmarkValue prop
Out-of-sample edge: ~33.6% annualized return vs SPY’s ~21.2%, powered by a dynamic regime-switching rule that captures rebounds, volatility spikes, and carry. Higher upside and diversification, with higher drawdown risk to manage.

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Invest in this strategy
OOS Start Date
Jun 14, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical, mean reversion, volatility, leveraged etfs, risk-on/risk-off, single-asset rotation
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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 Foolish Endeavor" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "A Foolish Endeavor" has returned 29.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "A Foolish Endeavor" is 44.52%. 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 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, and options.