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Symphonies
S2 UVXY RSI Tactical Rotation
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, two‑sleeve strategy that uses a ‘fear’ gauge (UVXY) to switch between cash (BIL), volatility (UVXY), or leveraged risk (SOXL), and buys the most beaten‑down asset when SPY looks washed out. The two sleeves are equal‑weighted.
NutHow it works
RSI = 0–100 ‘heat’ of recent price moves (low=washed out, high=hot). Legend: UVXY=stock‑market fear; BIL=T‑bills; SOXL=semis 3×; TECL=tech 3×; UPRO=S&P 3×; TMF=long Treasuries 3×. Daily: If SPY’s RSI<30 → buy the most beaten‑down of {SOXL,TECL,UPRO,TMF}. Else use UVXY’s RSI: 74–84 → UVXY; >84 → SOXL; <74 → BIL. Second sleeve: UVXY 21‑day>65 and 10‑day 74–84 → UVXY; else BIL. Split 50/50.
CheckmarkValue prop
Out-of-sample, this strategy offers superior risk-adjusted returns vs the S&P 500: Sharpe ≈ 5.8, alpha ≈ 5%, and a near-1% max drawdown. Two sleeves plus volatility timing aim for steadier compounding even in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.38-0.330.03-0.17
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
616.44%14.8%1.75%5.97%0.91
S2 UVXY RSI Tactical Rotation
5,703.15%32.93%0.32%1.42%1
Initial Investment
$10,000.00
Final Value
$580,314.68
Regulatory Fees
$350.92
Total Slippage
$2,166.17
Invest in this strategy
OOS Start Date
Sep 22, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, volatility timing, leveraged etfs, rsi, daily, risk-on/risk-off, semiconductors, tech, s&p 500, treasuries, cash
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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.

"S2 UVXY RSI Tactical Rotation" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"S2 UVXY RSI Tactical Rotation" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "S2 UVXY RSI Tactical Rotation" has returned 4.92%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "S2 UVXY RSI Tactical Rotation" is 0.01%. 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 "S2 UVXY RSI Tactical Rotation", 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.