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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

Tactical, volatility‑aware mix: a ~62.5% SVOL core plus leveraged tech/S&P exposure when trends are friendly, and long‑vol or low‑vol baskets when markets look overheated or shaky. Designed to harvest carry in calm times and hedge during spikes.
NutHow it works
It’s an active “if/then” playbook that reads short‑term stock conditions and tilts fast. - When major indexes (Nasdaq/Tech: QQQ/XLK; S&P 500: SPY/VOOG) look overheated, it buys long‑volatility funds (UVXY/VIXY/VIXM). - When they’re washed out but trending up, it adds 3x bulls (TECL/SPXL), often with a 62.5% core in SVOL (earns from selling volatility). - If swings jump, it rotates into calmer mixes of Treasuries (TMF/TMV), short‑vol (SVXY/SVIX) and market‑neutral (BTAL). Bonds vs rates also guide risk.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher return (28.79% vs 28.22% SPY) and lower drawdown (15.52% vs 18.76%), with stronger risk-adjusted metrics (Calmar ~1.85; Sharpe ~1.35) and lower beta (~0.91), for steadier upside with less market risk.

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Invest in this strategy
OOS Start Date
Oct 27, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, volatility timing, leveraged etfs, bonds, tech-heavy, risk-on/risk-off
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 ETF
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, 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 28.45%. 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.