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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

Daily, rules-based. Fades extreme “hot” markets by buying UVXY (volatility). Otherwise buys dips in 3x tech/semis/S&P, or rides the leader (tech vs energy) when risk-on, and shifts to a safety mix when risk-off. Separately toggles between 3x Treasuries and the U.S. dollar.
NutHow it works
Each day it asks: 1) Is the market “too hot” over ~10 days? (RSI = a 0–100 “heat” score.) If yes, go 100% to UVXY (a fear/volatility fund) for a short-term pullback. 2) If not, is tech washed out? If yes, buy the dip in 3x tech/semis/S&P. 3) Else, if broad market beats defensives, ride the leader (tech or energy). If not, move to a safety mix (volatility funds/anti‑beta). 4) Separately, flip between 3x Treasuries (TMF) and the U.S. dollar (USDU) based on bond strength.
CheckmarkValue prop
Out-of-sample annualized return ~56.5% with Calmar ~1 and Sharpe ~0.98—meaning strong upside with solid risk-adjusted returns. Uses volatility hedges and risk-on/off timing to outperform the S&P 500, though drawdowns can be larger.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.291.30.110.33
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
347.16%13.14%-1.77%0.2%0.8
Base 2 FTLT or Bull or Bonds (UVXY)
371,757,878.22%248.03%-2.91%6.4%2.16
Initial Investment
$10,000.00
Final Value
$37,175,797,822.26
Regulatory Fees
$139,370,874.33
Total Slippage
$1,002,526,955.81
Invest in this strategy
OOS Start Date
May 31, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility timing, leveraged etfs, risk-on/risk-off, daily rebalance
Tickers in this symphonyThis symphony trades 25 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

"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 toTMF. 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 52.90%. 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, and options.