Skip to Content
Symphonies
VIX up, SPY Down, Educational Content
Today’s Change
—

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

About

A weekly, rules-based switcher that reads a fear gauge (VXX) and simple heat/volatility checks to rotate among 3× S&P up (SPXL), 3× S&P down (SPXS), or long‑term Treasuries (TLT). Buys deep dips, fades euphoric rebounds.
NutHow it works
It watches VXX (tracks market “fear”) using a 0–100 heat gauge of recent moves (RSI). - If fear is hot: short the S&P with SPXS (3× down). - If fear is cold: go long with SPXL (3× up). Otherwise it checks SPY: - After a >3% 5‑day drop, it buys very washed‑out dips (SPXL) but fades sharp bounces (SPXS). - If not, it shorts when too hot; if volatility spikes it hides in TLT (long‑term Treasuries); else stays in SPXL. Weekly; leveraged funds are very volatile.
CheckmarkValue prop
Out-of-sample edge: annualized return ~52.6% vs SPY ~22.6% with Calmar ~1.25. Expect higher drawdowns (~42% vs ~19%), but risk-adjusted gains appear attractive. Best for high‑tolerance investors using volatility‑driven, weekly rotations with SPXL/SPXS/TLT.

Loading backtest data...

Invest in this strategy
OOS Start Date
Oct 23, 2022
Trading Setting
Weekly
Type
Stocks
Category
Tactical allocation, volatility-driven, leveraged etfs, risk-on/risk-off, mean reversion
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.

"VIX up, SPY Down, Educational Content" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"VIX up, SPY Down, Educational Content" is currently allocated toSPXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "VIX up, SPY Down, Educational Content" has returned 52.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "VIX up, SPY Down, Educational Content" is 41.97%. 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 up, SPY Down, Educational Content", 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.