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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 delivers ~49.4% annualized return vs SPY’s ~19.4%, with Sharpe ~1.29 vs ~1.13 and Calmar ~2.0—strong risk-adjusted upside. Note: max drawdown ~25% (SPY ~19%) in severe downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.441.090.390.62
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
356.23%13.65%1.36%5.73%0.82
i3 - VIXn' SHY DDBs
65,744.09%72.83%4.48%8.07%1.95
Initial Investment
$10,000.00
Final Value
$6,584,409.44
Regulatory Fees
$16,817.29
Total Slippage
$108,554.74
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 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.

"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, XLV, USDU, CURE, SVXY, XLF, SHY, SPXL, XLB, TECL, TQQQ, FAS, XLU, 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 49.39%. 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.