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

About

Contrarian volatility timing: sit in T‑bills; when market gauges look overheated—or after a steep drop plus a big bounce—rotate into VIXY to bet on a short‑term pullback. Signals come from many sectors and leveraged market proxies.
NutHow it works
It flips between two funds. Most of the time it parks in BIL (very short‑term T‑bills). When a “heat” gauge of recent price speed (RSI, 0–100; very high = too hot) flashes on any of many stock‑market slices (broad market, tech, growth/value, sectors, plus some 3× funds like TQQQ/TECL), it shifts into VIXY, a fund that tends to jump when stocks fall. After a sharp week‑long drop followed by a big 1‑day bounce, it may also buy VIXY.
CheckmarkValue prop
Out-of-sample, this strategy offers higher annualized return (~30.9% vs 20.4% for the S&P) with smaller drawdowns (16.6% vs 18.8%) and a Calmar of 1.86, plus negative beta—providing upside with downside protection relative to the S&P 500.

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Invest in this strategy
OOS Start Date
Jul 22, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility timing, contrarian, risk management, long vix via vixy, cash (t-bills) via bil, rsi-based signals, multi-sector monitors
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.

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

"v1.1 | SVXY FTLT frontrunner VIXY 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 VIXY mod" has returned 30.90%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "v1.1 | SVXY FTLT frontrunner VIXY mod" is 16.61%. 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 VIXY 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.