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Symphonies
Degen Version VIXM vs. SVXY | AaronC
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it flips between leveraged stock ETFs when markets are calm and BTAL/defensive picks when fear rises, using simple strength checks (RSI, moving averages). Equal‑weight, frequent rotation. Very aggressive; expect large swings and drawdowns.
NutHow it works
Each day it compares two “fear gauges”: VIXM (rises when fear rises) vs SVXY (rises when fear falls) using a recent‑strength check (RSI = balance of recent gains/losses). If fear is stronger, it goes defensive; otherwise it goes offensive. Offense: buy 2 strongest of UPRO/TQQQ/UDOW (3x S&P/Nasdaq/Dow) and GUSH (2x oil & gas). Defense: If BTAL (an anti‑beta hedge) is above its 300‑day average, hold ~50% BTAL and split the rest across the 3 strongest from a defensive/hedge basket (staples, healthcare, utilities, defense, energy longs/shorts). If BTAL isn’t trending, hold the 2 weakest over 8 days among SSO (2x S&P), QLD (2x Nasdaq), and BTAL. Equal‑weight; rebalance daily. Very aggressive.
CheckmarkValue prop
Out-of-sample: 26.24% annualized return vs SPY’s 24.75%, with beta ~0.22 and Calmar ~1.20—strong risk-adjusted upside and diversification, thanks to volatility-regime rotation. Note higher drawdowns (~21.9%) in choppy markets.

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Invest in this strategy
OOS Start Date
Aug 4, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, volatility regime, leveraged etfs, momentum, risk-on/risk-off, daily rebalancing
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.

"Degen Version VIXM vs. SVXY | AaronC" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Degen Version VIXM vs. SVXY | AaronC" is currently allocated toGUSH. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Degen Version VIXM vs. SVXY | AaronC" has returned 26.24%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Degen Version VIXM vs. SVXY | AaronC" is 21.87%. 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 "Degen Version VIXM vs. SVXY | AaronC", 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.