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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

A switch that parks in T‑Bills, but jumps into UVXY when stocks look extremely “hot” short term or after a sharp drop-and-snapback, aiming to catch volatility spikes. High risk when in UVXY.
NutHow it works
Most days it sits in T‑Bills (BIL). Each day it checks a 10‑day “speed/heat” score (RSI) on many stock indexes/sectors. If any look very hot (RSI ~80), it buys UVXY, a fund that jumps when market turmoil rises. If nothing is hot, it also looks for a quick drop then big bounce in tech (TQQQ). On that bounce, it buys UVXY too. Otherwise it stays in BIL.
CheckmarkValue prop
Out-of-sample edge: ~34.5% annualized return vs SPY’s ~22.3%, Calmar ~1.40, and a negative beta for diversification. Offers higher upside with volatility timing, but drawdowns can exceed the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.75-0.70.08-0.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
522%14.34%1.36%5.73%0.88
SVXY FTLT frontrunner
230,324.92%76.39%0.33%-3.07%1.53
Initial Investment
$10,000.00
Final Value
$23,042,491.64
Regulatory Fees
$42,599.87
Total Slippage
$300,563.16
Invest in this strategy
OOS Start Date
Jun 8, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility timing, tactical switching, mean reversion, risk-on/off, leveraged etf signals
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 34.47%. 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, crypto, and options.