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Symphonies
VIX Hack v1 | nicomavis
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical hedge sleeve that reacts to how “hot” the S&P 500 is, rotating among volatility, long Treasuries, gold, defensive factors, or EM to stay low‑correlated with SPY/QQQ.
NutHow it works
It watches SPY’s RSI (a 0–100 gauge of recent up vs down moves; high = “hot”). If SPY is extremely hot (>83), it buys UVXY (stock‑volatility) and TMF (long U.S. Treasuries). If still hot (>65), it buys the 3 most beaten‑up of VIXM (vol), BTAL (anti‑beta), EDV (ultra‑long Treasuries), SPLV (low‑vol stocks). Otherwise, it buys the 3 strongest of SVXY (short‑vol), VIXM, GLD (gold), VWO (emerging markets), split evenly until the signal changes.
CheckmarkValue prop
Investable hedge sleeve delivering near-SPY risk-adjusted returns with far lower drawdowns. Out-of-sample: Sharpe ~1.27 vs SPY ~1.30; max drawdown 11.4% vs 18.8%; annualized return ~19.3% vs 22.7%. Diversifies with volatility, Treasuries, gold, EM.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.160.160.030.16
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
620.2%14.76%-0.15%0.4%0.91
VIX Hack v1 | nicomavis
1,060.61%18.64%0.61%5.12%1.12
Initial Investment
$10,000.00
Final Value
$116,060.59
Regulatory Fees
$689.40
Total Slippage
$4,190.63
Invest in this strategy
OOS Start Date
Apr 19, 2024
Trading Setting
Threshold 20%
Type
Stocks
Category
Hedge, low-correlation, volatility, treasuries, gold, emerging markets, tactical, rsi, defensive, risk-on/off
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
EDV
Vanguard World Funds Extended Duration ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
SPLV
Invesco S&P 500 Low Volatility ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VIXM
ProShares VIX Mid-Term Futures ETF
Stocks
VWO
Vanguard FTSE Emerging Markets 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.

"VIX Hack v1 | nicomavis" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"VIX Hack v1 | nicomavis" is currently allocated toSVXY, GLDandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "VIX Hack v1 | nicomavis" has returned 15.81%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "VIX Hack v1 | nicomavis" is 11.39%. 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 "VIX Hack v1 | nicomavis", 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.