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Symphonies
LS Vix - TG 8,40-62.5% SVOL
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rules-based switcher: when stocks look overheated it hedges with volatility, when washed out it leans into leveraged tech, and otherwise it parks in a defensive basket anchored by SVOL, guided by bond trends and recent market volatility.
NutHow it works
It watches simple “hot/cold” scores (RSI: 0–100). Very hot (≈80+) on QQQ/XLK/SPY → buy volatility (UVXY) as a short-term hedge. Very cold (≈28–32) → buy aggressive tech (TECL) or SPXL if stronger, else park in bonds (BSV). When markets are choppy, it parks in a defensive mix anchored by SVOL (~62.5%) plus 2 low-vol picks from bond/volatility funds (TMF/TMV/SVXY/VIXM/BTAL). Bonds trending well → allow a “Bull” mix (SVOL 62.5% + TECL 37.5%).
CheckmarkValue prop
Out-of-sample, this strategy targets higher risk-adjusted returns with less drawdown than the S&P: ~29.5% annualized, 15.5% max drawdown vs 18.8%; Calmar ~1.90, beta ~0.91, aided by dynamic hedging and a tech tilt.

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Invest in this strategy
OOS Start Date
Oct 27, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, volatility hedging, leveraged etfs, tech-heavy, bond regime filters
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.

"LS Vix - TG 8,40-62.5% SVOL" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"LS Vix - TG 8,40-62.5% SVOL" is currently allocated toSVOL, SVXY, TECL, SHandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "LS Vix - TG 8,40-62.5% SVOL" has returned 29.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "LS Vix - TG 8,40-62.5% SVOL" is 15.52%. 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 "LS Vix - TG 8,40-62.5% SVOL", 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.