Skip to Content
Symphonies
reversed UVXY RSI Band Test 32/4D
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

All‑in tactical switch: calming volatility → 3× S&P 500 (UPRO); rising volatility → bonds (SHY) unless SPY dropped 2%+ in 5 days, then buy SPY.
NutHow it works
It uses UVXY (a fund that jumps when market volatility spikes) as a warning light. If UVXY’s long‑term RSI (a 0–100 “recent gains vs losses” score) is above its short‑term RSI, volatility looks to be cooling: buy UPRO (3× S&P 500). Otherwise, check SPY’s last 5 days: if it didn’t fall 2%+, hide in SHY (short‑term Treasuries); if it did fall 2%+, buy SPY. Always 100% in one holding; no set rebalancing.
CheckmarkValue prop
Out-of-sample, the strategy delivers ~54.8% annualized return vs 23.2% for the S&P, Sharpe ~1.52 vs ~1.37, and Calmar ~1.87. It dynamically switches to UPRO/SPY/SHY by volatility, targeting stronger risk-adjusted upside, with higher drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.121.670.620.79
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
623.02%14.89%-0.15%0.4%0.92
reversed UVXY RSI Band Test 32/4D
8,555.02%36.74%0.37%-1.04%1.07
Initial Investment
$10,000.00
Final Value
$865,502.12
Regulatory Fees
$4,907.78
Total Slippage
$32,167.95
Invest in this strategy
OOS Start Date
Sep 27, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, volatility filter, rsi/momentum, leveraged equity, bonds, s&p 500
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 toSHY. 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 51.86%. 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 29.37%. 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.