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Symphonies
VIX Hack w/Pops v1.0 | nicomavis
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, low‑correlation sleeve that rotates among VIX-linked funds, long Treasuries, gold, the U.S. dollar, and select equity exposures. It hedges when markets look hot and takes small “pop” bets when tech looks washed out.
NutHow it works
It uses a simple 0–100 “heat meter” (RSI) on SPY/QQQ: high=hot, low=cold. • If SPY is hot, it holds hedges: funds tied to the VIX (fear index), long U.S. Treasuries, and defensive/market‑neutral stocks. • If SPY isn’t hot and QQQ is very cold, it mixes a small tech bounce bet with the U.S. dollar and emerging markets. • Otherwise it owns what’s currently strongest among gold, EM, and volatility up/down.
CheckmarkValue prop
Out-of-sample, this low-correlation sleeve beats the S&P 500: ~23.8% annualized vs ~18%, Sharpe ~1.27 vs ~1.03, and max drawdown ~12.9% vs ~18.8%. Beta ~0.45 implies smoother returns with downside protection.

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Invest in this strategy
OOS Start Date
Aug 24, 2024
Trading Setting
Threshold 20%
Type
Stocks
Category
Tactical rotation, low-correlation diversifier, volatility/vix hedging, long treasuries, gold, u.s. dollar, defensive/market-neutral equities, emerging markets, leveraged tech pop
Tickers in this symphonyThis symphony trades 14 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
QQQ
Invesco QQQ Trust, Series 1
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
TQQQ
ProShares UltraPro QQQ
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
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 w/Pops v1.0 | nicomavis" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"VIX Hack w/Pops v1.0 | nicomavis" is currently allocated toSVXY, GLDandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "VIX Hack w/Pops v1.0 | nicomavis" has returned 20.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "VIX Hack w/Pops v1.0 | nicomavis" is 12.87%. 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 w/Pops v1.0 | 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.