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

About

A daily, tactical “extremes” strategy: after overheated rallies it buys VIX‑linked funds for potential volatility spikes; after selloffs it buys 3x tech/S&P for rebounds; otherwise it holds T‑bills. Heavy use of leveraged/volatility ETFs; very high risk.
NutHow it works
Vixation trades daily using an RSI “heat meter” (0–100; high = very strong/overbought, low = washed‑out) on big U.S. indexes (QQQ/Nasdaq, SPY/S&P 500, XLK/Tech). When markets run too hot, it buys VIX‑linked “fear gauge” funds (UVXY/VIXY/VIXM). When they get very cold, it takes short, high‑octane rebound bets (TECL or SPXL), sometimes shorting volatility (SVXY). Otherwise it parks in T‑bills/bonds (BIL/BSV). Very high risk.
CheckmarkValue prop
Out-of-sample edge: 25.5% annualized return vs 22.2% S&P; drawdown ~18.4% (vs 18.8%); Calmar 1.38; Sharpe ~0.99; beta ~0.87. A tactical, volatility-driven approach aims for higher upside with lower market exposure than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.320.280.040.19
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
627.07%14.97%2.19%5.01%0.92
Vixation
12,555.51%40.56%0.32%1.3%1.54
Initial Investment
$10,000.00
Final Value
$1,265,550.67
Regulatory Fees
$2,185.01
Total Slippage
$14,106.39
Invest in this strategy
OOS Start Date
Jan 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, volatility timing, mean reversion, leveraged etfs, vix etps, daily rebalancing, high risk, u.s. equities, tech-heavy
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VIXM
ProShares VIX Mid-Term Futures 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.

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

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

Year-to-date, "Vixation" has returned 25.47%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Vixation" is 18.40%. 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 "Vixation", 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.