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Symphonies
Rotating Super SPY with RSI OB VIXation
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based portfolio that rides stock and sector trends, toggles with long Treasuries, and when markets look extremely overheated, temporarily shifts into a VIX-based hedge and T‑Bills to reduce drawdowns.
NutHow it works
Most of the time it rides market trends: SPY (S&P 500), plus sector funds (tech XLK, financials XLF, energy XLE, utilities XLU). It also toggles with TLT (long Treasuries) when bonds trend well. If SPY or QQQ look extremely “hot” (very high recent gains), it temporarily shifts part—or even all—into a volatility hedge (VIXY) and T‑Bills (BIL) to sidestep pullbacks. When the market weakens, it moves to a defensive mix of T‑Bills, staples (XLP), and gold (GLD).
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted return and cooler downside vs the S&P. Annualized: 22.15% vs 18.72%; max drawdown 12.25% vs 18.76%; Sharpe ~1.29 vs ~1.07. Lower beta and diversified hedges support steadier growth.

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Invest in this strategy
OOS Start Date
Aug 15, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend-following, momentum, sector rotation, volatility hedge, treasuries, gold, cash-like bills
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
VIXY
ProShares VIX Short-Term Futures ETF
Stocks
XLE
State Street Energy Select Sector SPDR ETF
Stocks
XLF
State Street Financial Select Sector SPDR ETF
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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.

"Rotating Super SPY with RSI OB VIXation" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Rotating Super SPY with RSI OB VIXation" is currently allocated toSPY, XLE, XLUandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Rotating Super SPY with RSI OB VIXation" has returned 20.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Rotating Super SPY with RSI OB VIXation" is 12.25%. 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 "Rotating Super SPY with RSI OB VIXation", 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.