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

About

A rules-based hedge sleeve. It watches a simple “heat gauge” on US stocks/tech, loading defensive assets (volatility funds, long Treasuries, gold, dollar, low‑beta) when markets run hot and occasionally playing short tech rebounds when they’re washed out.
NutHow it works
It uses a simple “heat gauge” (RSI: a 0–100 read of recent price push). If US stocks look hot (SPY>65), it shifts into hedges like fear funds (VIXY/VIXM), long Treasuries (EDV/TMF), low‑risk/anti‑beta stocks (SPLV/BTAL). If not hot and tech is washed out (QQQ<35), it mixes a short‑term rebound bet (TQQQ) with the US dollar (UUP) and emerging markets (VWO). Otherwise it rotates among gold (GLD), EM (VWO), and volatility up or down (VIXM/SVXY). Includes leveraged/volatility funds—expect big swings.
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted return (SHARPE ~1.27 vs SPY ~1.03), stronger OOS annualized return (23.8% vs 18%), and smaller drawdowns (12.9% vs 18.8%), with low beta (~0.45). It hedges and diversifies when markets heat up.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.210.380.120.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
605.13%14.55%-1.77%0.2%0.89
VIX Hack w/Pops v1.0 | nicomavis
3,562.61%28.46%-1.79%2.87%1.48
Initial Investment
$10,000.00
Final Value
$366,260.65
Regulatory Fees
$1,901.42
Total Slippage
$11,472.34
Invest in this strategy
OOS Start Date
Aug 24, 2024
Trading Setting
Threshold 20%
Type
Stocks
Category
Hedge, volatility, rsi signals, tactical rotation, treasuries, gold, us dollar, emerging markets
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 ETF
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 17.83%. 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.