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Symphonies
Test: 2d SVXY Crash (same as SVIX until Feb 28, 2018
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

All-in SVXY for calm markets, but if SVXY falls more than 20% over two days, move to BIL (cash‑like T‑bills) until things settle. A simple, daily-checked circuit breaker for a risky volatility ETF; not tied to any stock sector.
NutHow it works
It’s a simple crash guard for a very risky ETF. - SVXY: an ETF that benefits when market “fear” (VIX futures) falls, but can crash in panics. - BIL: a cash‑like fund of 1–3 month U.S. Treasury bills. Each day, if SVXY has fallen more than 20% over the last 2 trading days, the strategy holds BIL. Otherwise it holds SVXY. It switches back once the 2‑day drop is no longer worse than −20%.
CheckmarkValue prop
Crash-guard strategy: switches to cash-like Treasuries when volatility spikes to limit losses. Out-of-sample data show potential diversification benefits during shocks versus the S&P 500, with upside modest in calm markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.042.110.50.71
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
656.25%15.38%1.2%6.23%0.93
Test: 2d SVXY Crash (same as SVIX until Feb 28, 2018
2,846.94%27.04%3.66%4.67%0.74
Initial Investment
$10,000.00
Final Value
$294,693.73
Regulatory Fees
$46.30
Total Slippage
$302.22
Invest in this strategy
OOS Start Date
Sep 14, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility, tactical etf rotation, crash-protection, short vix futures, rules-based, all-in/all-out, treasury bills, high risk
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 2.31%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 36.35%. 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 the symphony, 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.