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

About

A volatility‑timing strategy: usually short volatility (SVXY), flips long volatility (UVXY) when the market looks overheated, and moves to T‑bills (BIL) during sharp selloffs. Uses SPY/TQQQ/XLY/XLP/FAS only for signals. Very high risk.
NutHow it works
Most of the time it holds SVXY, which benefits when markets are calm. If several market funds look “too hot” over ~10 days (a simple hotness gauge called RSI on SPY, TQQQ, XLY, XLP, FAS), it flips to UVXY, which can jump when fear rises. If there’s a sudden drop in tech or a big hit to SVXY, it parks in BIL (T‑bills).
CheckmarkValue prop
Out-of-sample, this volatility-timing strategy targets outsized upside: ~52% annualized return, Sharpe ~1.17, Calmar ~1.71 vs SPY ~14.8% return and Sharpe ~0.81. It dynamically switches UVXY/SVXY with BIL hedges for risk control.

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Invest in this strategy
OOS Start Date
Nov 10, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility timing, vix etps, tactical allocation, leveraged etfs, risk-on/risk-off, crash filter
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.

"vixat" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"vixat" is currently allocated toSVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "vixat" has returned 51.57%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "vixat" is 30.19%. 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 "vixat", 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.