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

About

A binary, RSI-based timing system: if parts of the stock market look very overbought, it switches from SPY into UVXY to try to catch a volatility spike; otherwise it holds SPY. High risk when in UVXY.
NutHow it works
Each day it checks a 10‑day “overheating” score (RSI, 0–100) on several stock funds (NASDAQ, value, tech, communications, staples, discretionary, financials, and the S&P 500). If any look very overbought (mostly >79–80; staples >75), it flips into UVXY—a volatility fund that jumps when fear rises but usually falls over time. Otherwise it stays in SPY. All-in, no partial weights.
CheckmarkValue prop
Out-of-sample performance beats SPY on risk-adjusted terms: Sharpe 1.65 vs 1.04, annualized return ~84% vs ~19%, Calmar 3.54. Expect higher drawdowns (~24% vs ~19%), but stronger upside when volatility spikes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.60.530.050.22
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
522%14.34%1.36%5.73%0.88
uvxy frontrunner experiment
376,126.13%82.84%1.36%0.2%1.7
Initial Investment
$10,000.00
Final Value
$37,622,612.80
Regulatory Fees
$45,067.23
Total Slippage
$320,671.67
Invest in this strategy
OOS Start Date
Jun 23, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, rsi overbought signals, volatility timing, uvxy vs spy, leveraged etf triggers, sector/style breadth
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.

"uvxy frontrunner experiment" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"uvxy frontrunner experiment" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "uvxy frontrunner experiment" has returned 83.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "uvxy frontrunner experiment" is 23.69%. 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 "uvxy frontrunner experiment", 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.