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Symphonies
Simple Portfolio (UVXY) + v4 Pops
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

High‑octane, rules‑based switcher: fade overheated stock pops with UVXY, buy 3× tech rebounds after sharp selloffs, or sit in T‑Bills/bonds/gold when fear rises. Uses simple hot/cold (RSI), VIX trend, and Tech‑vs‑Staples leadership to pick risk‑on/off.
NutHow it works
It flips quickly based on simple “heat/cold” and fear checks. - RSI (a 10‑day hot/cold gauge): very hot pops → buy UVXY (a fear ETF) for a brief volatility bump; deep drops → buy 3× tech/semis/S&P (TECL/SOXL/SPXL) for snap‑backs, or hide in T‑Bills (BIL)/long bonds (TMF). - It also uses VIX trends (VIXY), Tech vs Staples (XLK vs XLP), and bond trends to choose risk‑on vs defensive mixes (incl. SVXY, VIXM, BTAL, gold).
CheckmarkValue prop
Out-of-sample edge: 66.8% annualized vs 22.5% for the S&P; Sharpe 1.77 vs 1.41; beta 0.73 (lower market risk); Calmar 3.20. Superior risk-adjusted upside with occasional drawdowns, vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.840.560.070.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
323.67%13.09%-1.77%0.2%0.79
Simple Portfolio (UVXY) + v4 Pops
2,138,155.71%133.82%-0.75%5.32%2.5
Initial Investment
$10,000.00
Final Value
$213,825,570.99
Regulatory Fees
$573,282.55
Total Slippage
$4,073,521.08
Invest in this strategy
OOS Start Date
Apr 22, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical asset allocation, volatility timing, mean reversion, leveraged etfs, risk-on/risk-off, sector rotation, bonds/gold hedging
Tickers in this symphonyThis symphony trades 36 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DGRO
iShares Core Dividend Growth ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
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.

"Simple Portfolio (UVXY) + v4 Pops" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Simple Portfolio (UVXY) + v4 Pops" is currently allocated toDGRO, TMF, SVXY, SCHD, VIXMandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simple Portfolio (UVXY) + v4 Pops" has returned 65.13%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simple Portfolio (UVXY) + v4 Pops" is 20.88%. 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 "Simple Portfolio (UVXY) + v4 Pops", 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.