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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

Uses bond-market “strength” gauges to flip between shorting volatility (SVXY), riding high-octane tech/semis (TQQQ or SOXL by 6‑day momentum), or sitting in T‑bills (BIL). Simple switches, potentially high risk and high reward.
NutHow it works
It reads a “strength meter” (RSI, 0–100) from bond ETFs to decide risk. - If CORP (investment‑grade corporate bonds) shows extreme weakness (<23) or extreme heat (>80), it buys SVXY, an ETF that profits when market volatility calms. - Otherwise, if JNK (junk bonds) looks strong (>72), it buys whichever of TQQQ (3x Nasdaq‑100) or SOXL (3x Semiconductors) did better over the last 6 days. - If not, it parks in BIL (T‑bills). High risk: SVXY and 3x funds can fall sharply.
CheckmarkValue prop
Out-of-sample, this strategy yields far better risk-adjusted results than SPY: drawdown ~1% vs ~19% for SPY, Calmar ~386, aided by volatility hedging and selective risk-on bets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.10.050.010.09
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
716.72%15.58%6.16%5.09%0.95
CORP.SVXY
381.19%11.44%0.32%0.87%1.24
Initial Investment
$10,000.00
Final Value
$48,118.77
Regulatory Fees
$131.29
Total Slippage
$412.56
Invest in this strategy
OOS Start Date
Oct 4, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, volatility shorting, momentum, risk-on/off, etf rotation, leveraged 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 4.14%. 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.