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Symphonies
Shy v. Spy: UVXY (20d, RSI, 70)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple daily switch: stay in SPY unless UVXY’s 20‑day RSI hits 70 or higher (a sign of market stress). When that happens, move to SHY for safety. Only two holdings: SPY or SHY; UVXY is used purely as a fear thermometer.
NutHow it works
Each day, it checks a “fear gauge”: UVXY’s 20‑day RSI (a 0–100 speedometer of recent moves). If UVXY is running hot (RSI ≥ 70), it moves to SHY (short‑term Treasuries). Otherwise, it stays in SPY (S&P 500 stocks). It never holds UVXY.
CheckmarkValue prop
Rule-based Shy-vs-Spy uses UVXY RSI as a fear gauge to switch to SHY on stress. Out-of-sample: ~20.9% annualized return, Sharpe ~1.33, Calmar ~0.92, beta ~0.86. Strong risk-adjusted profile versus SPY with disciplined downside control, aware of crisis drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.030.820.820.9
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
620.71%15.08%1.36%5.73%0.92
Shy v. Spy: UVXY (20d, RSI, 70)
680.28%15.73%1.36%5.73%1.04
Initial Investment
$10,000.00
Final Value
$78,027.99
Regulatory Fees
$17.88
Total Slippage
$122.37
Invest in this strategy
OOS Start Date
Oct 3, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,risk-on/risk-off,volatility signal,rsi-based,spy vs shy,daily check
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"Shy v. Spy: UVXY (20d, RSI, 70)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Shy v. Spy: UVXY (20d, RSI, 70)" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Shy v. Spy: UVXY (20d, RSI, 70)" has returned 20.89%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Shy v. Spy: UVXY (20d, RSI, 70)" is 22.67%. 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 "Shy v. Spy: UVXY (20d, RSI, 70)", 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.