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

About

A daily, equal‑weight “risk‑on/risk‑off” trader. It uses VIX funds to judge fear. In calm markets it chases the 2 strongest leveraged equity ETFs. In fearful markets it pairs BTAL with short‑term defensive winners, or buys recent laggards if BTAL isn’t trending. Very high risk.
NutHow it works
Rebalances daily, equal‑weight. It reads “fear” using VIX funds: VIXM (rises with fear) vs SVXY (rises with calm) via a short‑term strength score (RSI). If fear is rising, it holds BTAL (defensive: long low‑risk, short high‑risk stocks) plus 3 short‑term defensive winners; if BTAL isn’t in an uptrend, it instead buys the 2 recent laggards of 2x S&P, 2x Nasdaq, and BTAL. If fear is falling, it buys the 2 strongest 2x/3x equity ETFs (S&P, Nasdaq, Dow, Oil).
CheckmarkValue prop
Out-of-sample: annualized return 13.55% vs 23.77% for the S&P; Sharpe 0.56 vs 1.30. This regime-aware, equal-weight strategy diversifies a core portfolio, offering a distinct return path across volatility regimes and potential risk discipline.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.530.850.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
226.67%14.4%0.54%-0.34%0.81
Degen Version VIXM vs. SVXY | AaronC
16,905.36%79.29%7.49%-4.18%1.68
Initial Investment
$10,000.00
Final Value
$1,700,536.09
Regulatory Fees
$9,209.55
Total Slippage
$56,405.36
Invest in this strategy
OOS Start Date
Aug 4, 2024
Trading Setting
Daily
Type
Stocks
Category
Volatility regime, momentum, mean reversion, leveraged etfs, tactical allocation, risk-on/risk-off
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COST
Costco Wholesale Corp
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DFEN
Direxion Daily Aerospace & Defense Bull 3X Shares
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
GUSH
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X Shares
Stocks
QLD
ProShares Ultra QQQ
Stocks
SCO
ProShares UltraShort Bloomberg Crude Oil
Stocks
SSG
ProShares UltraShort Semiconductors
Stocks
SSO
ProShares Ultra S&P500
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.

"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 toQLDandSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Degen Version VIXM vs. SVXY | AaronC" has returned 19.41%. 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 23.87%. 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, and options.