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

About

A daily, rules‑driven switch between crash insurance (UVXY/VIX), aggressive bull bets (3x tech/semis/S&P, sometimes 2x energy), and defense (3x Treasuries or long USD), guided by overbought/oversold readings, short‑term bursts, and risk‑on/off filters.
NutHow it works
Each day it picks one of three: - Crash insurance if markets look “too hot”: UVXY/VIX funds. “RSI” is a 0–100 heat score; >75–80 = very hot, <30 = very cold. Big 1‑day surges in TQQQ (3x Nasdaq) also trigger UVXY. - Aggressive bulls when very cold or risk‑on: TECL (3x tech), SOXL (3x semis), SPXL (3x S&P), sometimes ERX (2x energy) if commodities lead. - Defense when risk‑off: TMF (3x long Treasuries) or USDU (long USD). Risk‑on/off uses SPY vs XLU and tech vs commodities.
CheckmarkValue prop
Out-of-sample edge: ~65% annualized return vs SPY’s ~23%, Calmar ~1.15 and Sharpe ~1.07. A daily, rules-based rotation captures upside in growth regimes while hedging volatility—potentially higher long-run growth than the S&P 500.
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)
396,633,355.3%260.16%-8.4%-9.91%2.21
Initial Investment
$10,000.00
Final Value
$39,663,345,529.94
Regulatory Fees
$127,119,632.73
Total Slippage
$914,399,341.92
Invest in this strategy
OOS Start Date
May 31, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, volatility hedging, leveraged etfs, sector rotation, risk-on/off, momentum & mean-reversion
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 65.47%. 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.