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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

Daily market‑timing: when major indexes look too hot, buy long‑volatility ETFs; when they look washed‑out, buy leveraged stock ETFs or short‑vol; otherwise hold cash‑like T‑bills/bonds. Heavy tech tilt. Very high risk and fast‑moving.
NutHow it works
It’s a daily switch. It watches a short‑term “heat gauge” (RSI) on big stock indexes: Nasdaq‑100 (QQQ), Tech (XLK), S&P 500 (SPY) and their 3× versions (TQQQ, SPXL). If they look very hot, it buys “fear” funds (UVXY/VIXY; sometimes milder VIXM) that jump when stocks wobble. If they look washed‑out, it buys rebound plays (TECL, SPXL or short‑vol SVXY). Otherwise it parks in cash‑like ETFs (BIL/BSV).
CheckmarkValue prop
Out-of-sample, this strategy delivers ~25% annualized returns vs ~22% for the S&P, with drawdowns around ~18% and a Calmar ~1.37. Greater upside with disciplined risk—potentially stronger growth than the S&P 500.

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Invest in this strategy
OOS Start Date
Jan 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility timing, mean-reversion, leveraged etfs, risk-on/risk-off, daily rebalancing
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
State Street 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 29.30%. 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, and options.