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Symphonies
V -1.0 | ? VIXen - Auto assured self destruction | Deez | 6mo AR: 578.4%, DD: 21.7%
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

All-in tactical switch among VIX ETFs. Long volatility when stocks look overheated or bonds lead; short volatility when cash-like T‑bills lead. Uses simple 5‑day RSI and moving average triggers. Extremely high risk and path‑dependent.
NutHow it works
It’s always 100% in one VIX fund. Daily check: 1) If the S&P 500 has been very “hot” this week (RSI>72), buy a VIX fund that benefits if volatility pops (UVXY or VIXY), picking the one most beaten‑down. 2) Otherwise compare T‑bills vs 7–10y Treasuries: if T‑bills look stronger, bet on calm by shorting volatility (SVIX). If Treasuries look stronger (risk‑off), go long volatility: buy VXX if it’s above its 5‑day average, else buy the more aggressive UVIX.
CheckmarkValue prop
Volatility-driven, rule-based strategy delivering ~18.4% annualized out-of-sample returns; regime-switching exposure diversifies a stock portfolio and offers upside in volatile markets, complementing the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.082.290.340.58
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
58.4%12.6%1.75%5.97%0.76
V -1.0 | ? VIXen - Auto assured self destruction | Deez | 6mo AR: 578.4%, DD: 21.7%
68.16%14.35%-0.14%33.39%0.56
Initial Investment
$10,000.00
Final Value
$16,815.50
Regulatory Fees
$76.78
Total Slippage
$469.04
Invest in this strategy
OOS Start Date
Aug 2, 2023
Trading Setting
Threshold 3.14%
Type
Stocks
Category
Volatility,vix futures,leveraged etfs,tactical rotation,short-term,momentum,mean reversion,risk-on/risk-off,single-asset switching
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVIX
-1x Short VIX Futures ETF
Stocks
UVIX
2x Long VIX Futures ETF
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VIXY
ProShares VIX Short-Term Futures ETF
Stocks
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
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.

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

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

Year-to-date, the symphony has returned 14.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 64.79%. 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, and options.