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Symphonies
vixat
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A small, rules‑based sleeve that usually holds SVXY (short volatility), briefly flips to UVXY when markets look overheated, and parks in T‑Bills after sharp drops or fear spikes. Signals use simple “heat” (RSI) and short‑term return checks.
NutHow it works
This 10% sleeve mostly holds SVXY—an ETF that benefits when market swings stay low. It flips to UVXY—an ETF that jumps when fear rises—if 10‑day “heat” (RSI: a 0–100 meter of how hot prices have been) says major indexes/sectors look overheated (SPY; TQQQ=tech; XLY=consumer; FAS=banks; XLP=staples). After sharp drops or a big fear day, it steps into T‑Bills (BIL). Otherwise it returns to SVXY. Trades only when signals flip.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.04 vs SPY ~0.84; annualized return ~45% vs ~15%; Calmar ~1.50. Stronger risk-adjusted upside. Expect larger drawdowns in crises, but disciplined volatility positioning targets higher growth than the S&P 500.

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Invest in this strategy
OOS Start Date
Nov 10, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility trading, tactical allocation, vix etps (svxy/uvxy), momentum/overbought signals, risk management, cash filter
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
Stocks
XLY
State Street Consumer Discretionary Select Sector SPDR ETF
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.

"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 52.10%. 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, and options.