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Symphonies
reversed UVXY RSI Band Test 32/4D
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rule-based strategy that goes aggressively into leveraged U.S. stocks when market fear cools, shifts to short-term Treasury bonds when conditions are uncertain, and buys the regular S&P 500 after a sharp 5-day drop.
NutHow it works
This strategy watches UVXY, a fund that tends to jump when investors are scared. If that fear gauge has been cooling off recently, it buys UPRO, a fund that aims to move about 3 times as much as the S&P 500 each day. If fear is not cooling off, it checks whether SPY (the regular S&P 500 fund) has fallen more than 2% over the last 5 days. If SPY has not fallen that much, it hides in SHY, a short-term U.S. Treasury bond fund. If SPY has fallen more than 2%, it buys SPY instead.
CheckmarkValue prop
Out-of-sample edge: ~43% annualized return vs ~21% for SPY, with Calmar ~1.46. It pivots to leveraged stocks when fear fades and to Treasuries in uncertainty, aiming higher upside with disciplined risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.111.680.630.79
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
715.5%15.09%-1.04%-0.34%0.93
reversed UVXY RSI Band Test 32/4D
8,906.13%35.18%-9.96%-12.35%1.04
Initial Investment
$10,000.00
Final Value
$900,613.37
Regulatory Fees
$4,963.21
Total Slippage
$42,099.92
Invest in this strategy
OOS Start Date
Sep 27, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, volatility-based, leveraged equity, s&p 500, defensive bonds, mean reversion
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term 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.

"reversed UVXY RSI Band Test 32/4D" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"reversed UVXY RSI Band Test 32/4D" is currently allocated toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "reversed UVXY RSI Band Test 32/4D" has returned 43.00%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "reversed UVXY RSI Band Test 32/4D" is 29.36%. 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 "reversed UVXY RSI Band Test 32/4D", 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.
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