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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, rule-based switcher: fade overheated markets with volatility/EM bears, buy small caps on tech selloffs, otherwise ride the strongest short-term trend (SVXY/QQQ/SPY/TQQQ/UPRO) or park defensively in BTAL. Very aggressive and tactical.
NutHow it works
RSI = 0–100 “hot/cold” gauge of recent gains; >80 very hot, <30 very cold. 21‑day avg = recent average price. Daily rules: if QQQ very hot, buy UVXY. Else if SPY very hot, split UVXY/EDZ. Else if QQQ very cold, buy URTY. Else if SVXY>21‑day avg, buy the strongest of SVXY/QQQ/SPY/TQQQ/UPRO. Otherwise hold BTAL. Exposures: US tech & large caps, small caps, VIX futures (volatility), EM (bear), anti‑beta.
CheckmarkValue prop
Dynamic regime-switching strategy diversifies away from the S&P 500 by riding volatility spikes and momentum across ETFs. OOS: ~17.9% annualized return, Sharpe ~0.60, but larger drawdowns (~48%) and lower risk‑adjusted performance than SPY—for risk-tolerant, regime-aware investors.

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Invest in this strategy
OOS Start Date
Jan 5, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, regime-switching, momentum, mean-reversion, volatility etps, leveraged etfs, daily rebalancing
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
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 20.31%. 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.