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Symphonies
SVXY 4TLT (2012 BT)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily tactical switcher that buys 3x equity ETFs on sharp dips, flips to long volatility (UVXY) when markets look overheated, and otherwise rides calm periods via short volatility (SVXY), using simple 10‑day RSI and short‑term return checks.
NutHow it works
Each day it: - Buys a 3x equity ETF on deep dips: SOXL (semis), then SPXL (S&P 500), then TQQQ (Nasdaq‑100) if their 10‑day RSI (0–100 ‘too hot/too cold’ gauge) is <30. - Else, if many market barometers look overheated (high RSI), it buys UVXY (long volatility). - Else it holds SVXY (short volatility), with a TQQQ drop/bounce check to flip UVXY in stress. - Rebalances daily.
CheckmarkValue prop
Out-of-sample edge: ~38.6% annualized return vs SPY ~16.1%, driven by dip-buying and volatility timing using 3x ETFs. Calmar ~0.80 signals solid risk-adjusted upside despite larger drawdowns (~48%).

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Invest in this strategy
OOS Start Date
Oct 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Volatility timing, leveraged equity etfs, rsi contrarian signals, tactical daily rotation
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VOOG
Vanguard S&P 500 Growth 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.

"SVXY 4TLT (2012 BT)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SVXY 4TLT (2012 BT)" is currently allocated toSVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SVXY 4TLT (2012 BT)" has returned 53.00%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SVXY 4TLT (2012 BT)" is 48.02%. 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 "SVXY 4TLT (2012 BT)", 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.