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Symphonies
v1.3 | SVXY FTLT frontrunner UVXY mod (SVXY actually held)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A volatility-timing model: mostly holds SVXY during calm markets, flips to UVXY when many market gauges look overheated, and after sharp drops parks in T‑bills unless a big bounce triggers a short-term UVXY bet. Uses 10‑day RSI signals.
NutHow it works
Each day it checks a 10‑day “heat meter” (RSI) on many market/sector ETFs. If any are extremely hot (≈80), it moves 100% into UVXY (benefits from volatility spikes). If not: after a 6‑day −12% slide in 3× Nasdaq (TQQQ), it parks in BIL unless there’s a >5.5% 1‑day bounce, which triggers UVXY. Otherwise it holds SVXY (benefits from calm).
CheckmarkValue prop
Volatility-timing strategy: SVXY in calm markets, UVXY on spikes, BIL after drops. Out-of-sample: ~43% annualized return vs SPY ~23%; max drawdown ~51% vs ~19%; Sharpe ~0.95. Higher upside in volatility regimes; risk-tolerant investors.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.010.1800.07
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
183%15.08%1.36%5.73%0.81
v1.3 | SVXY FTLT frontrunner UVXY mod (SVXY actually held)
79,757.51%146.46%0.73%1.69%1.91
Initial Investment
$10,000.00
Final Value
$7,985,750.64
Regulatory Fees
$22,272.34
Total Slippage
$151,541.02
Invest in this strategy
OOS Start Date
Jan 3, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Volatility timing, rsi-driven signals, tactical allocation, vix etfs (uvxy/svxy), risk-on/risk-off, short-term
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 43.08%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 50.91%. 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 the symphony, 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.