Skip to Content
Symphonies
SVXY FTLT frontrunner
Today’s Change
—

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

About

Event-driven bet on volatility: when broad market/sector ETFs look extremely overbought, go 100% into UVXY; otherwise sit in T-bills, with a special crash-then-bounce trigger that can also shift into UVXY.
NutHow it works
RSI is a 0–100 “heat” score for price momentum; above ~75–80 means “very hot.” The system watches many stock/sector funds (tech, growth/value, communications, consumer, financials; incl. fast‑moving leveraged QQQ/tech). If any get very hot, it buys UVXY—a fund that jumps when market volatility spikes (often when stocks fall). If none are hot, it holds BIL (T‑bills). Extra rule: after a 6‑day −12% drop in TQQQ and a >5.5% 1‑day bounce, it also buys UVXY.
CheckmarkValue prop
Out-of-sample: +30% annualized vs SPY +21.9%, negative beta (-0.45) for diversification, higher Calmar ~1.22. Expect larger drawdowns but stronger upside in volatility spikes—a volatility-timing strategy that can outperform the S&P 500 over cycles.

Loading backtest data...

Invest in this strategy
OOS Start Date
Jun 8, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility timing, vix etp, rsi triggers, leveraged-etf signals, crash-rebound filter, risk-on/off, cash fallback
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 Shares
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
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 33.88%. 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.