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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

A daily, high‑octane switcher: when “fear” (VIXM) outmuscles “calm” (SVXY), it holds BTAL and short‑term defensive winners; when calm wins, it rotates into the 2 strongest leveraged stock ETFs. Very high risk, fast‑turnover.
NutHow it works
It first measures whether fear is rising or falling by comparing momentum (RSI = a 0–100 score of recent up vs down days) of VIXM (rises when market fear persists) to SVXY (benefits when fear fades). If fear > calm: go defensive—hold BTAL (anti‑beta hedge) plus 3 short‑term winners from staples/health/defense/energy lists, or a BTAL/SSO/QLD hedge mix. If calm > fear: go aggressive—split between the 2 strongest 3x equity ETFs (UPRO/TQQQ/UDOW/GUSH). Rebalanced daily.
CheckmarkValue prop
Proven out-of-sample strategy that aims to beat the S&P with higher risk-adjusted return and lower market beta: oos annualized return ~45%, Sharpe ~1.27, alpha ~0.30, beta ~0.61, Calmar ~1.91. Note higher drawdown (~24%).

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Invest in this strategy
OOS Start Date
Aug 4, 2024
Trading Setting
Daily
Type
Stocks
Category
Volatility regime switching, leveraged etf rotation, momentum, risk-on/risk-off, daily rebalance, sector/commodity tilts
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 ETF
Stocks
DFEN
Direxion Daily Aerospace & Defense Bull 3X ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
GUSH
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
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 toTQQQandUDOW. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Degen Version VIXM vs. SVXY | AaronC" has returned 45.53%. 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 23.86%. 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.