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

About

A daily tactical switcher among short volatility (SVXY), long volatility (UVXY), and occasional 3x equity dip-buys (SOXL/SPXL/TQQQ), driven by simple “too cold/too hot” readings (10‑day RSI) and short-term moves in TQQQ.
NutHow it works
Daily, it mostly sits in SVXY (bets on market calm). If a 3x stock fund is very washed out (10‑day RSI: 0–100, <30), it buys that dip: SOXL (semis), then SPXL (S&P 500), then TQQQ (Nasdaq‑100). If many funds look too hot (RSI ~80+ or a straight 9‑day climb), it flips to UVXY (bets on fear rising). After a 6‑day 12% drop in TQQQ, it chooses UVXY if there’s a big 1‑day bounce (>5.5%), else SVXY. Note: despite the name, TLT isn’t used.
CheckmarkValue prop
Out-of-sample: ~43.5% annualized vs SPY ~16.3%, Calmar ~0.91. A rules-based UVXY/SVXY plus oversold 3x-bull strategy that shifts with regime, offering outsized volatility-driven upside and diversification in calm markets (higher drawdown risk).

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Invest in this strategy
OOS Start Date
Oct 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Volatility trading, mean reversion, rsi-based, tactical allocation, leveraged etfs, daily rebalanced, quantitative
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 43.50%. 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, crypto, and options.