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Symphonies
Base 2 - FTLT or Bull or Bonds (UVXY)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, rules‑based “risk switch”: fade overheated markets with volatility hedges, buy dips in leveraged tech/semis/S&P, rotate between tech and energy when risk‑on, and prefer Treasuries or the U.S. dollar when bonds/defensives lead.
NutHow it works
It’s a switch that uses a simple “heat score” (RSI, 0–100) and short‑term returns to decide: • If stocks are extremely hot short‑term, buy UVXY (a volatility hedge). • If they’re very cold, buy leveraged tech/semis/S&P on the dip. • If broad stocks beat defensives, favor tech or energy momentum. • If defensives/bonds lead, move to VIX funds, a market‑neutral fund (BTAL), long Treasuries (TMF), or the U.S. dollar (USDU).
CheckmarkValue prop
Out-of-sample, this strategy delivers strong risk-adjusted upside vs SPY: Sharpe ~1.19, Calmar ~1.41, and ~79.8% annualized return vs ~22.8% for SPY, aided by volatility hedges and tactical rotations that aim to protect drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.311.330.120.34
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
354.9%13.63%1.36%5.73%0.82
Base 2 - FTLT or Bull or Bonds (UVXY)
396,091,632.61%260.11%-8.4%-9.91%2.21
Initial Investment
$10,000.00
Final Value
$39,609,173,261.48
Regulatory Fees
$126,967,085.61
Total Slippage
$913,307,006.79
Invest in this strategy
OOS Start Date
Apr 29, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, volatility timing, leveraged etfs, trend and mean‑reversion, risk‑on/risk‑off, bond/dollar rotation
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.

"Base 2 - FTLT or Bull or Bonds (UVXY)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Base 2 - FTLT or Bull or Bonds (UVXY)" is currently allocated toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Base 2 - FTLT or Bull or Bonds (UVXY)" has returned 79.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Base 2 - FTLT or Bull or Bonds (UVXY)" is 56.71%. 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 "Base 2 - FTLT or Bull or Bonds (UVXY)", 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.