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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

Mostly holds SPY and QQQ, but when those markets look extremely overheated on 3–30 day lookbacks, it temporarily shifts slices into UVXY, which tends to pop when fear rises. A contrarian, high‑risk, daily‑rebalanced bet on short‑term pullbacks.
NutHow it works
It splits your money into many small slices across two buckets: SPY (broad U.S. stocks) and QQQ (big‑tech heavy). Each slice checks a simple heat meter of recent price moves (RSI) over 3–30 days. If the meter reads very hot, that slice shifts into UVXY—a fund that jumps when fear spikes but usually drifts down. Otherwise it stays in SPY or QQQ. Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: 23.1% annualized return and Sharpe around 1.07 with Calmar around 1.11, versus SPY’s 14.1% and Sharpe ~0.77. A tactical SPY/QQQ + UVXY overlay aims for higher risk-adjusted gains, with some larger drawdowns.

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Invest in this strategy
OOS Start Date
Dec 6, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical etf rotation, rsi mean-reversion, volatility timing, daily rebalancing, us large-cap equities, long volatility
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 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 23.10%. 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, crypto, and options.