Skip to Content
Symphonies
V1a Class Warfare - Replace SPXU w/ SH
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, one-position strategy: short the S&P 500 during fear spikes; otherwise hold Microsoft or Apple. The MSFT/AAPL choice uses a simple volatility read from T‑Mobile vs AT&T. Uses SH (safer -1x inverse) instead of leveraged SPXU.
NutHow it works
Each day the plan does two checks: 1) Is the market’s “fear gauge” ETF (VIXM) unusually hot? It uses RSI, a 0–100 score of how stretched a move has been. If RSI>69 (over ~40 days), hold SH, which goes up when the S&P 500 goes down. 2) Otherwise, compare recent choppiness (10‑day volatility) of T‑Mobile vs AT&T. If T‑Mobile is choppier, hold Microsoft; else hold Apple.
CheckmarkValue prop
Simple, regime-based hedge vs SPY. When fear spikes, go SH; otherwise tilt to MSFT/AAPL. Out-of-sample: ~14.9% annualized return, Sharpe ~0.69, Calmar ~0.53—offering disciplined diversification beyond the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.150.880.340.59
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
558.55%13.41%-2.64%-1.35%0.82
V1a Class Warfare - Replace SPXU w/ SH
3,364.5%26.7%0.46%6.7%1.04
Initial Investment
$10,000.00
Final Value
$346,449.56
Regulatory Fees
$1,308.13
Total Slippage
$9,071.19
Invest in this strategy
OOS Start Date
Dec 9, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical, volatility-driven, inverse-etf hedge, single-stock rotation, daily rebalance, risk management
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
MSFT
Microsoft Corp
Stocks
SH
ProShares Short S&P500
Stocks
T
AT&T Inc.
Stocks
TMUS
T-Mobile US, Inc.
Stocks
VIXM
ProShares VIX Mid-Term Futures 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.

"V1a Class Warfare - Replace SPXU w/ SH" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1a Class Warfare - Replace SPXU w/ SH" is currently allocated toAAPL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a Class Warfare - Replace SPXU w/ SH" has returned 14.60%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1a Class Warfare - Replace SPXU w/ SH" is 28.16%. 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 "V1a Class Warfare - Replace SPXU w/ SH", 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.