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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 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 return 28.78% vs SPY 28.24%, with lower drawdown (15.5% vs 18.8%) and higher Calmar (1.85). Tech upside plus hedges/bonds aim for stronger, smoother gains than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.280.470.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
64.43%14.2%2.19%5.01%0.84
LS Vix - TG 8,40-62.5% SVOL
253.82%40.12%1.85%6.97%2.06
Initial Investment
$10,000.00
Final Value
$35,381.82
Regulatory Fees
$83.89
Total Slippage
$460.87
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 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
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 28.78%. 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.