Skip to Content
Symphonies
V1a Simple Sort w/ Leverage
Today’s Change
—

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

About

If a volatility ETF (VIXM) has been surging, it flips 100% into SPXU, which rises ~3x when the S&P 500 drops. Otherwise it rides recent winners among Apple/Microsoft 1.5x funds, Netflix, NVIDIA, and Exxon—owning the top two equally, rebalanced daily.
NutHow it works
Each day: 1) Check VIXM, an ETF tied to market volatility. If its 40‑day “speed” score of up vs down moves (RSI) > 69, hold SPXU, a fund that goes up ~3x when the S&P 500 falls. 2) Otherwise, rank AAPU, MSFU, NFLX, NVDA, XOM by 14‑day RSI; buy the top two, split 50/50. Rebalance daily.
CheckmarkValue prop
Out-of-sample edge: ~37.7% annual return vs SPY ~23.7%, Calmar ~0.94, Sharpe ~1.12. It flips to SPXU in volatility spikes and otherwise captures momentum—offering higher upside while accepting larger drawdowns than SPY.

Loading backtest data...

Invest in this strategy
OOS Start Date
Dec 1, 2023
Trading Setting
Daily
Type
Stocks
Category
Momentum, volatility-switch, leveraged etfs, inverse etf, tech-heavy, energy tilt, daily rebalance
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.

"V1a Simple Sort w/ Leverage" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1a Simple Sort w/ Leverage" is currently allocated toXOMandAAPU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a Simple Sort w/ Leverage" has returned 37.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1a Simple Sort w/ Leverage" is 40.01%. 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 Simple Sort w/ Leverage", 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.