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Symphonies
Sometimes 𝓩𝓪𝓶💲𝓸𝓷 Simplified | NOVA Mods Frontrunner only
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

All-in/all-out switch: if major indexes or key sectors get extremely overbought on a 10‑day basis, buy UVIX (leveraged VIX futures); otherwise hold BIL (cash-like T‑bills). Aims to catch volatility spikes after hot markets.
NutHow it works
RSI is a 0–100 “heat meter” of recent price speed (here ~10 days); above ~80 = very hot. The strategy watches SPY/QQQ (big US stocks), VTV (value), VOX (communication services), XLP (consumer staples), and XLF (financials). If any are very hot, it buys UVIX (a 2× bet on a volatility jump). Otherwise it holds BIL (short‑term T‑bills). It flips back when the heat cools.
CheckmarkValue prop
Defensive volatility-tilt strategy offering capital protection and diversification. It shows lower out-of-sample drawdowns (14.9% vs SPY 18.8%) and hedges spikes via UVIX timing, complementing core equity holdings and reducing risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.34-0.160.01-0.12
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
54.12%11.59%-1.77%0.2%0.71
Sometimes 𝓩𝓪𝓶💲𝓸𝓷 Simplified | NOVA Mods Frontrunner only
209.65%33.18%0.27%2.16%1.31
Initial Investment
$10,000.00
Final Value
$30,965.19
Regulatory Fees
$46.37
Total Slippage
$281.12
Invest in this strategy
OOS Start Date
Sep 3, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility timing, rsi-based, tactical allocation, crash-hedge, vix futures, all-in/all-out
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UVIX
2x Long VIX Futures ETF
Stocks
VOX
Vanguard Communication Services ETF
Stocks
VTV
Vanguard Value ETF
Stocks
XLF
State Street Financial 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 8.53%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 18.20%. 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 the symphony, 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.