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SVXY FTLT - Caesar's rev1
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, cash-equal, multi-asset tactical strategy using RSI momentum signals and a top-asset momentum screen to rotate among SVXY/UVXY, EDZ, URTY, QQQ, SPY, TQQQ, UPRO and BTAL, with daily rebalancing.
NutHow it works
On each trading day: - Start with an equal-weighting approach for potential assets. - Check momentum signals: • If QQQ's 10-day RSI is above 80, add UVXY (volatility hedge). • Else if SPY's 10-day RSI is above 80, add UVXY and EDZ (bear-on EM). • Else if QQQ's 10-day RSI is below 30, add URTY (levered small-cap). - If none of the above conditions fire, evaluate a top-asset momentum screen among SVXY, QQQ, SPY, TQQQ, UPRO, but only if SVXY is above its 21-day moving average (i.e., in an uptrend). If that screen yields a result, allocate to that top asset; if SVXY isn’t above its 21-day MA, allocate to BTAL instead. - Rebalance every day, equally weighting any assets chosen on that day. - The intent is to participate in upside via leveraged equity or hedged/anti-beta exposures when regime signals align, while hedging risk with volatility products or anti-beta funds when signals indicate caution.
CheckmarkValue prop
Dynamic, cash-equal multi-asset sleeve using RSI momentum to time volatility hedges and leveraged equity bets, offering diversification beyond SPY. OOS data show lower returns and larger drawdowns; best as a tactical sleeve, not core.

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Invest in this strategy
OOS Start Date
Jan 5, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, momentum-based, volatility-hedged, tactical-rotation, leveraged-etfs
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 MSCI Emerging Markets Bear 3X ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street 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 toBTAL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SVXY FTLT - Caesar's rev1" has returned 20.37%. 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, and options.