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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

A wait‑and‑strike plan: sit in cash (BIL) until many stock groups look “too hot” or after a sharp drop plus big rebound in tech. Then jump into VIXY, a fund that benefits if market volatility spikes. Otherwise, stay parked.
NutHow it works
Each day it asks: Are stock groups “too hot” over the last 10 days? (RSI = a “too‑hot” meter; high = very fast recent gains.) It checks many groups (S&P 500, growth/value, sectors, and some 3x tech/financials). If any look extreme, it buys VIXY (a fund that rises when volatility jumps). If not, and TQQQ fell hard then rebounded big, it also buys VIXY. Otherwise it parks in BIL (T‑bills). One holding at a time.
CheckmarkValue prop
Out-of-sample edge: ~28% annualized return vs ~20% for the S&P, lower max drawdown (≈16.6% vs 18.8%), and solid Calmar (~1.68). A disciplined cash-to-long-volatility approach offers higher upside with controlled downside.

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Invest in this strategy
OOS Start Date
Jul 22, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Long-volatility, tactical timing, rules-based, vix (vixy), cash (bil), overbought triggers, crash-bounce filter
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
VIXY
ProShares 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 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 28.63%. 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, and options.