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Symphonies
BTC/FAANGT Rally + VIX Checks 7/18/2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rides Bitcoin and big-tech rallies, rotates into recent winners, and keeps a 20% volatility sleeve (UVXY/SVIX). If markets look overheated, it quickly flips to UVXY; if Bitcoin weakens, it shifts defensive (short crypto) until the uptrend returns.
NutHow it works
1) Quick “overheated” check: if major indexes/sectors or popular leveraged funds look extremely hot (RSI ~75–80+), buy UVXY to profit if markets suddenly wobble. 2) If not overheated, use Bitcoin’s trend (BITO 50-day > 200-day) as a risk-on signal: put ~80% into the recent top performers from crypto, big tech, and small caps; keep ~20% in a VIX sleeve that flips between UVXY (fear rising) and SVIX (calm). 3) If Bitcoin isn’t trending up, either short crypto (BITI/MSTZ) after a sharp drop, or use a smaller momentum list—still with the VIX sleeve.
CheckmarkValue prop
Out-of-sample edge: ~51% annualized return vs SPY 16%, Sharpe ~0.93, Calmar ~1.17, beta ~0.94. Crypto/mega-tech momentum with a dynamic VIX hedge aims for higher, risk-adjusted upside vs the S&P—though drawdowns can rise.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.960.80.030.17
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
24.27%16.18%-0.15%0.4%0.95
BTC/FAANGT Rally + VIX Checks 7/18/2023
199.41%113.21%-17.7%11.57%1.32
Initial Investment
$10,000.00
Final Value
$29,940.77
Regulatory Fees
$103.68
Total Slippage
$568.74
Invest in this strategy
OOS Start Date
Nov 21, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Crypto momentum, big-tech momentum, small caps, volatility timing, leveraged etfs, trend-following, overbought hedge
Tickers in this symphonyThis symphony trades 95 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AAPU
Direxion Shares ETF Trust Direxion Daily AAPL Bull 2X Shares
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X Shares
Stocks
ANET
Arista Networks
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
AXON
Axon Enterprise, Inc. Common Stock
Stocks
BABX
GraniteShares ETF Trust GraniteShares 2x Long BABA Daily ETF
Stocks
BITF
Bitfarms Ltd. Common Stock
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.

"BTC/FAANGT Rally + VIX Checks 7/18/2023" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"BTC/FAANGT Rally + VIX Checks 7/18/2023" is currently allocated toBITIandMSTZ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "BTC/FAANGT Rally + VIX Checks 7/18/2023" has returned 52.53%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "BTC/FAANGT Rally + VIX Checks 7/18/2023" is 43.63%. 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 "BTC/FAANGT Rally + VIX Checks 7/18/2023", 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.