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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
Out-of-sample, this volatility-timing strategy aims ~42% annualized return vs SPY ~22%, with Sharpe ~0.95, Calmar ~0.83, and beta ~0.75—strong upside and diversification, though drawdowns may be larger.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
10.1900.07
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
186.85%15.03%2.19%5.01%0.81
v1.3 | SVXY FTLT frontrunner UVXY mod (SVXY actually held)
81,883.39%143.93%-0.04%10.39%1.9
Initial Investment
$10,000.00
Final Value
$8,198,338.67
Regulatory Fees
$22,518.63
Total Slippage
$153,249.09
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 16 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
SVXY
ProShares Short VIX Short-Term Futures ETF
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

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 toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 42.03%. 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.