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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

A switch between cash-like T‑bills (BIL) and a volatility fund (UVXY). It buys UVXY when broad markets or sectors look “too hot” (very high short-term RSI), or after a sharp drop followed by a big rebound; otherwise it sits in BIL.
NutHow it works
It holds only two funds: BIL (cash‑like T‑bills) or UVXY (jumps when market fear spikes). It checks a short‑term “heat gauge” (RSI) on the S&P 500, Nasdaq and major sectors. If any look extremely hot, it flips 100% to UVXY to bet on a volatility pop. If not, it stays in BIL—except after a sharp 6‑day drop and a big 1‑day rebound, when it may also buy UVXY. UVXY is very volatile.
CheckmarkValue prop
Out-of-sample: 38.64% annualized return vs 21.85% S&P 500, negative beta (-0.47) for market hedge. Calmar 1.57, Sharpe 1.06; max drawdown 24.55% vs 18.76%. UVXY timing with BIL ballast offers strong risk-adjusted upside.

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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/off, short-term signals, uvxy, t-bills
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
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 toUVXY. 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 38.64%. 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, crypto, and options.