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Symphonies
SVXY FTLT - Caesar's rev1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based switcher: hedge with volatility products when markets look overheated, buy small caps on deep dips, otherwise follow trend to hold the strongest of SVXY or major U.S. indexes; if volatility rises, rotate to a defensive market‑neutral fund.
NutHow it works
Daily rules: - NASDAQ‑100 very hot (RSI>80): buy UVXY (up when volatility jumps). - Else if S&P 500 very hot: split UVXY + EDZ (3x short emerging markets). - Else if NASDAQ‑100 very cold (RSI<30): buy URTY (3x small caps). - Else if volatility is calming (SVXY>21‑day avg): buy the single strongest of SVXY/QQQ/SPY/TQQQ/UPRO (past month). Otherwise hold BTAL (defensive). RSI is a quick gauge of recent ups vs downs.
CheckmarkValue prop
Out-of-sample edge: 24.19% annualized return vs SPY 22.81%, using volatility hedges, small-cap rebounds, and momentum. Higher upside but larger drawdowns (~48% vs ~19%) and lower Sharpe; best as a tactical sleeve to complement core SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.740.930.120.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
630.52%15.06%2.19%5.01%0.92
SVXY FTLT - Caesar's rev1
6,343,632.86%118.12%1.01%0.56%1.94
Initial Investment
$10,000.00
Final Value
$634,373,285.84
Regulatory Fees
$3,132,588.11
Total Slippage
$22,498,063.21
Invest in this strategy
OOS Start Date
Jan 5, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility timing, rsi mean-reversion, momentum, leveraged etfs, risk-on/risk-off, daily rebalance
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
EDZ
Direxion Daily Emerging Markets Bear 3x Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
URTY
ProShares UltraPro Russell2000
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.

"SVXY FTLT - Caesar's rev1" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SVXY FTLT - Caesar's rev1" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SVXY FTLT - Caesar's rev1" has returned 24.19%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SVXY FTLT - Caesar's rev1" is 48.43%. 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 FTLT - Caesar's rev1", 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.