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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 high‑risk, tactical switcher between SVXY (betting fear falls), UVXY (betting fear jumps), and T‑Bills. It watches 10‑day “overheated” readings across many market areas and a rapid‑drop rule to front‑run volatility spikes or step aside.
NutHow it works
Most of the time it holds SVXY, which benefits when market fear is fading. If a short 10‑day “heat” score shows parts of the market are unusually hot (across big indexes, sectors, and leveraged tech funds), it flips 100% to UVXY, a bet on fear jumping soon. After a rapid Nasdaq drop (>12% in 6 days), it avoids SVXY: if there’s a big 1‑day bounce it buys UVXY; if not, it parks in T‑Bills (BIL). This is very high risk.
CheckmarkValue prop
Out-of-sample upside: ~40% annualized return vs S&P 500 ~22%. Lower market sensitivity (beta ~0.64) with solid risk-adjusted performance (Calmar ~0.79), though larger drawdowns (~51%) can occur in downturns.

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Invest in this strategy
OOS Start Date
Jan 3, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Volatility rotation, rsi-based, tactical, short-term, uvxy, svxy, vix-driven, risk-on/off
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
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

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 34.48%. 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, and options.