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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

Leverage stocks when volatility cools; otherwise hide in short Treasuries. If fear is high but the S&P 500 just dropped >2% over 5 days, buy the dip with SPY instead of hiding.
NutHow it works
It watches UVXY, a “fear” ETF that jumps when market volatility rises. It compares two UVXY scores called RSI (0–100; higher = stronger recent gains): a 32‑day score vs a 4‑day score. If the long-term score is higher (fear easing), it goes all‑in to UPRO (a 3× S&P 500 fund). Otherwise (fear rising), it parks in SHY (1–3yr Treasuries) unless the S&P 500 (SPY) has fallen more than 2% in 5 days—then it buys SPY to “buy the dip.” Note: UPRO is very risky.
CheckmarkValue prop
Out-of-sample results beat the S&P: higher risk-adjusted returns from volatility timing and selective dip buys. Sharpe 1.52 vs 1.37; annualized return ≈55% vs 23%; strong Calmar with controlled drawdowns.

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Invest in this strategy
OOS Start Date
Sep 27, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, volatility timing, leveraged equities, risk-on/risk-off, us large-cap stocks, short-term treasuries
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 48.94%. 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.