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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 hedges when stocks look overheated and seeks rebounds when tech is washed out, rotating among volatility, long Treasuries, gold, the US dollar, EM stocks, and occasionally leveraged tech.
NutHow it works
RSI is a 0–100 recent‑strength score. Rules: • S&P hot (RSI>65) and growth red‑hot (>80): hedge via VIXY (vol), TMF (long Treasuries), BTAL (anti‑beta). • S&P hot only: hold the 3 “coldest” of VIXM/BTAL/EDV/SPLV. • S&P not hot and Nasdaq washed‑out (RSI<35): TQQQ + UUP + VWO. • Else: own the 3 strongest of SVXY/VIXM/GLD/VWO. Equal‑weight; low‑correlation hedge sleeve.
CheckmarkValue prop
Out-of-sample edge: ~22.2% annualized return vs 17.8% for SPY; Sharpe ~1.20 vs 1.02; max drawdown ~12.9% vs 18.8%; Calmar ~1.73; beta ~0.45. Diversified, low-correlation sleeve with higher upside and lower risk.

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Invest in this strategy
OOS Start Date
Aug 24, 2024
Trading Setting
Threshold 20%
Type
Stocks
Category
Tactical hedge, low-correlation, volatility, treasuries, gold, dollar, emerging markets, momentum/mean-reversion, multi-asset overlay
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
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, VWOandGLD. 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 22.20%. 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, crypto, and options.