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

About

A rules-based, VIX‑centric strategy: short volatility (SVOL) most of the time, flip long volatility (UVXY) when stocks look overheated, buy 3x tech/S&P on sharp dips, and use bond/low‑vol baskets when markets get choppy.
NutHow it works
It watches “market heat” using a simple speedometer (RSI): high = too hot, low = too cold. - Too hot: buy fear (UVXY) to hedge a pullback. - Too cold: buy rebounds with 3x tech/S&P (TECL/SPXL); else park in short-term bonds. - Choppy/high-vol: shift to baskets anchored by SVOL (short volatility) plus low-vol diversifiers. - Bond and trend checks fine-tune which mix to hold.
CheckmarkValue prop
Out-of-sample edge: 28.79% annualized return vs 28.22% for the S&P, 15.5% max drawdown vs 18.8%, Calmar ~1.85, beta ~0.91. Higher, smoother upside with stronger downside protection and lower market sensitivity than the S&P.

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Invest in this strategy
OOS Start Date
Oct 27, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Volatility (vix), leveraged etfs, tactical allocation, tech tilt, risk-managed, regime switching
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVIX
-1x Short VIX Futures 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.

"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, TECL, BTAL, 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 27.22%. 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, and options.