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

About

Buys UVXY to front‑run volatility spikes when major market/sector ETFs look overheated or after a sharp drop‑then‑bounce; otherwise sits in T‑bills (BIL). It only ever holds UVXY or cash; the other ETFs are just signals.
NutHow it works
It’s a volatility alarm. Each day it checks a 10‑day “heat” score called RSI (it compares recent up vs down days; high = overheated) on big market/sector funds: SPY; Nasdaq‑100 funds TQQQ/QQQE; tech TECL; financials FAS; communications VOX; consumer XLP/XLY; growth/value VOOG/VOOV/VTV. If any look very hot (~79–80), it buys UVXY (jumps when volatility spikes). If not, it parks in BIL (T‑bills). It also buys UVXY after a whiplash: TQQQ down >12% in 6 days then up >5.5% in 1 day. Only UVXY or BIL are held.
CheckmarkValue prop
Out-of-sample, this volatility-timing strategy aims for UVXY with a cash hedge, delivering ~30% annualized return vs ~22% for the S&P and a Calmar ~1.22. Simple two-asset rule, strong upside on spikes with diversification benefits.

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Invest in this strategy
OOS Start Date
Jun 8, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility timing, rsi overbought triggers, tactical uvxy, risk-on/off, cash/t-bills, short-term
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VOOG
Vanguard S&P 500 Growth ETF
Stocks
VOOV
Vanguard S&P 500 Value ETF
Stocks
VOX
Vanguard Communication Services 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 frontrunner" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SVXY FTLT frontrunner" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SVXY FTLT frontrunner" has returned 33.49%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SVXY FTLT frontrunner" is 24.55%. 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 frontrunner", 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.