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Symphonies
i3 - VIXn' SHY DDBs
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, high-octane strategy: buy sharp dips in major indexes, hedge when markets look overheated, and otherwise ride the trend using leveraged ETFs—toggling between risk-on (TQQQ, SPXL) and risk-off (UVXY, SQQQ, bonds/cash).
NutHow it works
About 80% runs a VIX-driven engine, 20% a diversified trend model. It watches a hot/cold meter (RSI) on big indexes. Very hot → buy a short-term crash hedge (UVXY). Very cold → buy bounce plays (TQQQ/SPXL/SOXL). Otherwise, follow the trend: in uptrends hold leveraged growth/sector funds (TQQQ, SPXL, CURE, FAS) plus either falling-vol bet (SVXY) or long bonds (TMF); in downtrends rotate to bears/defensives (SQQQ, FAZ, TMV, XLU) or T-bills (BIL/SHY).
CheckmarkValue prop
Out-of-sample, this strategy outperforms the S&P on risk-adjusted basis: Sharpe 1.27 vs 1.13 and annualized return 46.8% vs 18.97%. It uses tactical hedges and trend-following to capture upside while moderating risk.

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Invest in this strategy
OOS Start Date
Mar 4, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical, trend-following, mean-reversion, volatility hedge, leveraged etfs, sector rotation, risk-on/risk-off
Tickers in this symphonyThis symphony trades 27 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FAZ
Direxion Daily Financial Bear 3x Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short 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.

"i3 - VIXn' SHY DDBs" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"i3 - VIXn' SHY DDBs" is currently allocated toUPRO, USDU, TMF, CURE, XLF, SHY, SPXL, XLB, TECL, TQQQ, FAS, XLK, XLI, XLYandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "i3 - VIXn' SHY DDBs" has returned 46.80%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "i3 - VIXn' SHY DDBs" is 25.01%. 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 "i3 - VIXn' SHY DDBs", 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.