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Symphonies
SPY market times the SVIX (Parallel, 4 Day MA)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based “short fear on dips” strategy. It times SVIX entries after quick SPY selloffs, uses SPY’s 200‑day trend to be pickier in downtrends, and a UVXY heat check to step aside into PULS. Exposure scales 0/50/100%.
NutHow it works
Step 1: Label trend using SPY’s 200‑day average (above=bull, below=bear). Step 2: Look for quick dips: either (a) 2‑day RSI (a “did it fall hard lately?” meter) under 40 in bull/20 in bear, or (b) price below its 4‑day average. Each dip buys SVIX (rises when fear cools) unless UVXY’s RSI>70 (fear spiking), then hold PULS (cash‑like). Two signals run in parallel, so exposure is 0%, 50%, or 100%. Rebalances daily.
CheckmarkValue prop
Near-SPY upside with built-in volatility risk guardrails. Out-of-sample return ~17.75% vs SPY 18.29%, and adaptive 0/50/100% SVIX exposure with UVXY safety checks—aiming to diversify and navigate volatility spikes with disciplined risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.291.210.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
51.88%11.01%-2.54%-4.14%0.68
SPY market times the SVIX (Parallel, 4 Day MA)
311.01%42.38%4.18%-3.38%1.09
Initial Investment
$10,000.00
Final Value
$41,100.81
Regulatory Fees
$277.78
Total Slippage
$1,636.72
Invest in this strategy
OOS Start Date
Jul 19, 2024
Trading Setting
Daily
Type
Stocks
Category
Volatility shorting, vix futures, spy trend filter, mean reversion, risk control, tactical, daily
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
PULS
PGIM Ultra Short Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVIX
-1x Short VIX Futures ETF
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.

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

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

Year-to-date, the symphony has returned 8.88%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 41.69%. 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.