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Symphonies
SVXY and Friends
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily trend-and-volatility switcher. Uses SPY’s 200‑day trend to set risk‑on/off, then a 0–100 speed‑of‑move signal (RSI) on QQQ/SPY/bonds to flip between shorting volatility (SVXY), hedges (PSQ/BTAL), long vol (UVXY), or 3x tech (TQQQ).
NutHow it works
Daily switches using two steps. 1) Trend: if SPY (S&P 500 fund) is above its 200‑day average → risk‑on; else → risk‑off. 2) If short‑term is choppy, it picks the strongest among 3x stock/tech, Treasuries, or gold ETFs. Otherwise it runs a “short‑vol” engine using RSI (a 0–100 gauge of how fast price moved over ~10 days): very hot QQQ/SPY → buy UVXY (long volatility); very cold QQQ → buy TQQQ (3x tech); else hold SVXY (profits when volatility falls) unless stress shows, then hold PSQ (inverse QQQ) or BTAL (defensive).
CheckmarkValue prop
Out-of-sample: ~22.2% annualized return with trend/volatility hedging and multi-asset rotation. Diversifies SPY exposure and seeks downside protection in spikes, but comes with higher drawdowns (~51%) and lower risk-adjusted return.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.761.120.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
681.5%15.36%0.54%-0.34%0.94
SVXY and Friends
10,314,348.19%123.11%-1.52%1.71%1.81
Initial Investment
$10,000.00
Final Value
$1,031,444,819.44
Regulatory Fees
$2,753,713.97
Total Slippage
$19,786,816.03
Invest in this strategy
OOS Start Date
Nov 23, 2023
Trading Setting
Daily
Type
Stocks
Category
Daily tactical, trend-following (200dma), momentum (rsi), volatility trading (vix etps), leveraged etfs, risk-on/risk-off
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 and Friends" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SVXY and Friends" is currently allocated toPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SVXY and Friends" has returned 21.92%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SVXY and Friends" is 51.07%. 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 and Friends", 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.