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Symphonies
Isolated Volatility Bomb Block, Ease Up on the Gas V2a (add a little nitro) ]
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Tactical fear trade: all‑in UVXY only when its momentum sits in a tight “hot but not too hot” band; otherwise park in BIL (cash‑like T‑bills). Aims to catch volatility spikes while avoiding blow‑off extremes; rebalanced daily.
NutHow it works
Each day it checks UVXY, a fund that usually jumps when market fear rises. It uses a 0–100 “heat gauge” (RSI) of UVXY’s recent move. If UVXY’s 10‑day heat is hot but not extreme (74–84) and the 21‑day heat is high (>65), it buys UVXY. If fear is calm or at an extreme, it hides in BIL (T‑bills).
CheckmarkValue prop
Out-of-sample edge: ~45% annualized return vs ~25% for the S&P, Sharpe ~1.35, drawdown ~0.1%, and strong risk control. A disciplined volatility-timing sleeve designed to outperform stocks with far lower risk.

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Invest in this strategy
OOS Start Date
Aug 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Volatility capture, vix timing, uvxy, tactical allocation, risk control, cash/t-bills, daily rebalance
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 44.80%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 0.10%. 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 the symphony, 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.