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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

After quick dips in the S&P 500, this strategy bets against market fear by buying SVIX (profits when volatility falls). If fear is spiking, it parks in PULS. A 200‑day trend filter makes entries stricter in bear markets; exposure scales 0/50/100%.
NutHow it works
Daily process: 1) Trend: If SPY (S&P 500) is above its 200‑day average = Bull; below = Bear. 2) Dip: If SPY is short‑term “oversold” (RSI is a 0–100 heat score; low = stretched down) or below its 4‑day average, that flags a dip. 3) If a dip and fear isn’t spiking (UVXY’s RSI ≤ 70), buy SVIX (wins when volatility falls). Otherwise hold PULS (cash‑like). Bear markets require a deeper dip. Exposure scales 0/50/100% SVIX.
CheckmarkValue prop
Dynamic volatility-timing strategy with 0/50/100% SVIX and a 200-day trend filter. Out-of-sample return ~17.75% vs SPY ~18.29%; Sharpe ~0.60 vs ~1.03. Offers diversification and explicit volatility hedging when fear spikes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.321.170.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
58.4%12.6%1.75%5.97%0.76
SPY market times the SVIX (Parallel, 4 Day MA)
357.43%48.02%10.03%23.21%1.2
Initial Investment
$10,000.00
Final Value
$45,743.26
Regulatory Fees
$260.06
Total Slippage
$1,533.87
Invest in this strategy
OOS Start Date
Jul 19, 2024
Trading Setting
Daily
Type
Stocks
Category
Short volatility, tactical allocation, market timing, trend filter, inverse etf, risk management
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 17.27%. 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.