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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

Tactical volatility strategy: default is SVXY (benefits when volatility fades). If many market/sector funds get extremely overbought, it switches to UVXY (benefits if volatility pops). In sharp Nasdaq selloffs, it moves to T‑Bills unless a big rebound, then UVXY.
NutHow it works
It mostly holds SVXY, an ETF tied to stock‑market volatility that benefits when volatility calms down. If many big market/sector funds look extremely “hot” over ~2 weeks (a 0–100 short‑term hotness score called RSI is above ~80), it flips to UVXY, which benefits if volatility jumps. If the 3× Nasdaq fund TQQQ crashes ~12% in 6 days, it parks in T‑Bills (BIL) unless there’s a huge 1‑day rebound, then it uses UVXY. Checked daily.
CheckmarkValue prop
Out-of-sample upside: ~40% annualized vs SPY ~22%. Dynamic volatility-hedging shifts to cash during turmoil, aiming for stronger long-run gains with controlled drawdowns (Calmar ~0.79).

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Invest in this strategy
OOS Start Date
Jan 3, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Volatility etfs (vix), tactical allocation, contrarian, short-term signals, risk-on/risk-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 Shares
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
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 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 toSVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 39.20%. 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.