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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

Switches between 3x S&P 500, plain S&P 500, or short‑term Treasuries using a UVXY ‘fear’ heat check and a 5‑day −2% dip test. Aggressive when fear cools; cautious when fear rises; buys SPY after a sharp drop.
NutHow it works
It uses UVXY (a fund that jumps when market fear rises) as a heat gauge. It compares UVXY’s longer‑term heat (32 days) to very short‑term heat (4 days). If long > short (fear cooling), it buys UPRO (3x S&P 500). If fear is rising, then: if SPY hasn’t fallen ≥2% in 5 days, it hides in SHY (short‑term Treasuries); otherwise it buys SPY to ‘buy the dip.’
CheckmarkValue prop
Out-of-sample, this strategy offers higher upside and better risk-adjusted returns vs the S&P 500: ~55% annualized vs 23%; Sharpe ~1.52. It switches between leveraged equities and Treasuries to capture gains and manage risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.121.680.630.79
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
629.91%15.1%2.19%5.01%0.93
reversed UVXY RSI Band Test 32/4D
8,651.09%37.22%2.97%4.87%1.07
Initial Investment
$10,000.00
Final Value
$875,108.60
Regulatory Fees
$4,598.65
Total Slippage
$30,065.03
Invest in this strategy
OOS Start Date
Sep 27, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, volatility timing, leveraged equity, us equities, treasuries, momentum/mean‑reversion
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
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 54.77%. 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, crypto, and options.