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Symphonies
@parts UVXY parts of v4 Pops l 18 April 2012 | SHARED
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Sits in T‑bills most days and takes brief, high‑risk UVXY shots only when the market looks overheated or just spiked—aiming to catch short volatility pops. UVXY is very risky and not meant to be held long.
NutHow it works
Daily it reads market “thermometers” across tech/growth (e.g., Nasdaq/tech funds), value/defensive (staples), financials, and the S&P 500. If they look very overheated (RSI = a quick “how hot” meter) or after a big one‑day surge, it briefly buys UVXY, which tends to jump when stocks drop fast. Otherwise it parks in BIL (T‑bills). It prefers the UVXY bet when tech has led staples lately; in risk‑off it stays in BIL.
CheckmarkValue prop
Out-of-sample edge: 23.25% annualized return vs 19.40% (S&P); Calmar ~1.17; negative beta diversifies. Mostly Treasuries with brief UVXY bets—more upside with controlled risk; drawdowns similar.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.76-0.730.08-0.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
524.49%14.11%-0.15%0.4%0.87
@parts UVXY parts of v4 Pops l 18 April 2012 | SHARED
288,628.24%77.54%2.14%6.03%1.52
Initial Investment
$10,000.00
Final Value
$28,872,823.80
Regulatory Fees
$58,933.50
Total Slippage
$417,127.43
Invest in this strategy
OOS Start Date
Mar 11, 2024
Trading Setting
Daily
Type
Stocks
Category
Volatility timing, mean reversion, rsi-based, daily rebalanced, uvxy, t-bills, risk-on/off filter
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VOOG
Vanguard S&P 500 Growth ETF
Stocks
VOOV
Vanguard S&P 500 Value ETF
Stocks
VOX
Vanguard Communication Services 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.

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 28.67%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 19.92%. 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, and options.