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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

Flips between UVXY (a fund that surges when market fear jumps) and BIL (T‑bills). It buys UVXY when many stock areas look overheated or after a crash-and-bounce pattern, betting on a near-term volatility spike; otherwise it sits in T‑bills.
NutHow it works
It watches many stock funds for short-term “heat” (a 10-day momentum meter called RSI). If several parts of the market look extremely hot (RSI ~80+), it buys UVXY—a fund that usually jumps when market fear/volatility spikes. If not, it stays in BIL (T‑bills). After a sharp 6‑day drop in tech (TQQQ), if there’s a big 1‑day snapback, it also buys UVXY; otherwise it holds BIL.
CheckmarkValue prop
Out-of-sample edge: ~37.6% annualized return vs SPY ~21.9%, with negative beta providing diversification. Calmar ~1.53 signals solid risk-adjusted gains despite ~24.6% drawdown. It thrives on volatility spikes while remaining mostly in cash in calm markets.

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Invest in this strategy
OOS Start Date
Sep 14, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Volatility timing, tactical allocation, mean reversion, risk-on/risk-off, vix etp, crash hedge
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 Shares
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
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 38.53%. 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.