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Symphonies
v1.1 | SVXY FTLT frontrunner UVXY mod
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Mostly sits in T‑bills. When many market/sector funds look “too hot” on a short‑term 0–100 heat gauge, it flips into UVXY—a fund that tends to surge when fear spikes and stocks dip. After sharp tech whiplash, it may also buy UVXY.
NutHow it works
Daily it checks many stock funds—broad market (SPY), styles (growth/value), sectors (Staples, Discretionary, Energy, Communications), and fast tech/financial funds (TQQQ, TECL, FAS). It scores their last 10 days with a 0–100 “heat” gauge (RSI). If any are extremely hot (~79–80), it buys UVXY (jumps when fear rises). Otherwise it sits in BIL (T‑bills). Backup: after a sharp 6‑day drop in TQQQ, if there’s a big 1‑day rebound (>5.5%), it also buys UVXY; else BIL.
CheckmarkValue prop
Volatility-timing strategy with standout OOS upside: ~37.6% annualized return vs SPY ~21.9%, Calmar 1.53. Negative beta offers diversification, and cash exposure limits losses when markets are calm—unlike plain SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.89-0.760.11-0.33
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
178.2%14.25%-1.77%0.2%0.78
v1.1 | SVXY FTLT frontrunner UVXY mod
18,954.08%98.05%0.27%0.11%1.71
Initial Investment
$10,000.00
Final Value
$1,905,407.98
Regulatory Fees
$4,099.98
Total Slippage
$27,802.91
Invest in this strategy
OOS Start Date
Sep 14, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Volatility timing,tactical allocation,risk-on/risk-off,mean reversion,short-term trading
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VOOG
Vanguard S&P 500 Growth ETF
Stocks
VOOV
Vanguard S&P 500 Value ETF
Stocks
VOX
Vanguard Communication Services 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.

"v1.1 | SVXY FTLT frontrunner UVXY mod" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"v1.1 | SVXY FTLT frontrunner UVXY mod" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "v1.1 | SVXY FTLT frontrunner UVXY mod" has returned 37.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "v1.1 | SVXY FTLT frontrunner UVXY mod" is 24.55%. 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 "v1.1 | SVXY FTLT frontrunner UVXY mod", 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.