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Symphonies
UVXY Fun
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Holds SPY and QQQ most of the time, but when they look extremely “hot” on short‑term measures (high RSI), it temporarily shifts some or all of the portfolio into UVXY, aiming to profit from volatility spikes after run‑ups.
NutHow it works
Your money is split 50/50 between two big stock funds: SPY (broad U.S. market) and QQQ (big tech‑heavy stocks). Each half is cut into many small slices. Every day, each slice asks: are stocks “overheated” now (using RSI, a 0–100 heat gauge of recent moves)? If yes, that slice jumps to UVXY (a fear/volatility fund). If no, it stays in SPY/QQQ.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted gains vs the S&P 500: ~21.8% annualized vs 14.2%; Sharpe ~1.05 vs ~0.80; Calmar ~1.05. RSI-driven UVXY tilts capture volatility spikes while staying in SPY/QQQ.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.190.930.460.68
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
669.43%15.2%-1.77%0.2%0.93
UVXY Fun
8,230.33%35.9%-0.72%0.42%1.44
Initial Investment
$10,000.00
Final Value
$833,032.63
Regulatory Fees
$816.24
Total Slippage
$5,340.77
Invest in this strategy
OOS Start Date
Dec 6, 2024
Trading Setting
Daily
Type
Stocks
Category
Us equities, tactical allocation, momentum (rsi), volatility hedge, spy, qqq, uvxy, daily rebalance
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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.

"UVXY Fun" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"UVXY Fun" is currently allocated toQQQandSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "UVXY Fun" has returned 15.18%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "UVXY Fun" is 20.78%. 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 Fun", 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.