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Symphonies
Updated Short VIX - 2
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A small, tactical sleeve that times volatility. In calm, not‑overheated markets it leans into short‑vol or other funds with mixed momentum/contrarian signals. When stress hits, it parks in Treasuries, hedges with VIXM, or buys SPY after panic.
NutHow it works
Daily it shifts a small sleeve among: SVXY (bets on calm markets; very risky), VIXM (benefits from volatility spikes), SPY (S&P 500), VIG (dividend growers), BTAL (low‑risk vs high‑risk stock spread), or SHY (short‑term Treasuries). It uses “heat” gauges (RSI), recent returns, and drop size to decide when to lean into calm, de‑risk, or hedge.
CheckmarkValue prop
Diversify and de-risk with a volatility-timing sleeve that hedges stress via VIXM and Treasuries while staying low-beta (~0.18) to SPY. Out-of-sample Calmar ~0.48 and Sharpe ~0.40 suggest steadier risk-adjusted growth than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.240.480.110.33
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
535.37%14.85%1.2%6.23%0.91
Updated Short VIX - 2
4,240.32%32.63%3.08%-0.77%1.26
Initial Investment
$10,000.00
Final Value
$434,032.12
Regulatory Fees
$2,154.44
Total Slippage
$13,127.15
Invest in this strategy
OOS Start Date
Apr 28, 2025
Trading Setting
Daily
Type
Stocks
Category
Short volatility, volatility timing, tactical etf rotation, risk management, crisis hedge, factor tilt
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.

"Updated Short VIX - 2" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Updated Short VIX - 2" is currently allocated toBTALandSVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Updated Short VIX - 2" has returned 5.74%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Updated Short VIX - 2" is 7.95%. 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 "Updated Short VIX - 2", 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.