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Symphonies
CORP.SVXY
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, high‑octane plan: extreme moves in high‑quality bonds trigger a bet on calmer markets (SVXY). If junk bonds show strong risk‑on, it rides the stronger of 3x Nasdaq or 3x Semis. Otherwise it parks in T‑Bills.
NutHow it works
Uses bond ETFs as a market thermometer. CORP = high‑quality corporate bonds; JNK = junk bonds. RSI is a 0–100 score of recent ups vs downs (low=recent drops, high=recent rises). If CORP’s RSI <23 or >80 → buy SVXY (profits when volatility calms). Else if JNK’s RSI >72 → buy the hotter of TQQQ (3x Nasdaq) or SOXL (3x semis) by 6‑day return. Else → BIL (T‑Bills).
CheckmarkValue prop
Out-of-sample, this strategy offers far better risk-adjusted returns than the S&P with near-zero beta, dramatically smaller drawdowns, and focused bets on volatility or momentum—protecting capital while pursuing upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.050.010.09
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
659.68%15.11%-2.85%-2.42%0.92
CORP.SVXY
379.6%11.49%0.27%0.87%1.24
Initial Investment
$10,000.00
Final Value
$47,959.57
Regulatory Fees
$131.21
Total Slippage
$412.56
Invest in this strategy
OOS Start Date
Oct 4, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation,momentum,short volatility,leveraged etfs,risk-on/off,market timing,etfs
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
JNK
State Street SPDR Bloomberg High Yield Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TQQQ
ProShares UltraPro QQQ
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.

"CORP.SVXY" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"CORP.SVXY" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "CORP.SVXY" has returned 4.18%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "CORP.SVXY" is 0.01%. 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 "CORP.SVXY", 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.