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Symphonies
Holy Grail with VGT and VXX
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily tactical system: hedge with VIX funds when markets run hot, buy 3× bull funds on deep dips, and otherwise rotate among tech (VGT), cash (BIL), short QQQ (PSQ), or volatility (VXX) based on trend and risk signals to temper drawdowns.
NutHow it works
Each day it: - If markets/sectors look overheated (RSI: a speedometer of recent gains), buy volatility (VIXY/UVXY). - If they look washed out (RSI very low), buy 3× bull funds (SOXL/TECL/UPRO). - Otherwise follow trend: if TQQQ>20‑day and SPY>200‑day, hold VGT (big tech) unless a fresh vol spike, then PSQ (short QQQ). If trends are weak, hold BIL (cash‑like) or pick PSQ/VXX using bond‑vs‑bear momentum.
CheckmarkValue prop
An adaptive, risk-managed strategy that hedges volatility and buys tech on dips, offering diversification from the S&P 500. Out-of-sample returns are modest (~0.15% annualized) but it adds tail-risk protection in volatile regimes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.880.540.050.22
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
168.32%12.8%-2.54%-4.14%0.72
Holy Grail with VGT and VXX
103,999.61%133.47%19.4%16.88%2
Initial Investment
$10,000.00
Final Value
$10,409,960.90
Regulatory Fees
$28,706.92
Total Slippage
$198,715.83
Invest in this strategy
OOS Start Date
Oct 6, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, mean reversion, volatility hedging, equities, tech-heavy, daily rebalance
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
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.

"Holy Grail with VGT and VXX" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Holy Grail with VGT and VXX" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Holy Grail with VGT and VXX" has returned 14.11%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Holy Grail with VGT and VXX" is 38.39%. 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 "Holy Grail with VGT and VXX", 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.