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Symphonies
Vixation - 3.26a
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A layered, volatility-aware mix of “fear cooling” trades (SVIX/SVXY) and a defensive sleeve (SPXS, TMV, GLD, VIXM). It always puts more money into the least bumpy pieces based on recent behavior. Uses leveraged/inverse ETFs; high risk.
NutHow it works
It favors the calmest choices. First, it picks the two least bumpy (past 5 days) from: TMV (wins when long-term bonds fall), SVXY (wins when the VIX “fear index” eases), VIXM (wins when fear jumps), GLD (gold) and splits them. Next, it mixes that bundle with SPXS (wins when the S&P 500 falls), giving more to whichever has been calmer (past 10 days). Finally, it mixes that result with SVIX (also wins when fear eases), again giving more to what’s been calmer. Uses leveraged/inverse ETFs; high risk.
CheckmarkValue prop
Low correlation to the S&P 500 (beta ≈ 0.08) provides diversification and potential non‑correlated exposure in volatility regimes. Yet out-of-sample results are negative (~-8% annualized) with bigger drawdowns—best as a portfolio diversifier, not core equity.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.0300.05
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
62.53%14.3%1.2%6.23%0.84
Vixation - 3.26a
65.88%14.94%1.91%1.81%1.21
Initial Investment
$10,000.00
Final Value
$16,588.25
Regulatory Fees
$54.15
Total Slippage
$282.18
Invest in this strategy
OOS Start Date
Jul 16, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Volatility-focused,tactical rotation,inverse-vol weighting,leveraged/inverse etfs,vix-based,short bias,risk-managed
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.

"Vixation - 3.26a" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Vixation - 3.26a" is currently allocated toSPXS, SVIX, SVXYandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Vixation - 3.26a" has returned -7.40%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Vixation - 3.26a" is 24.68%. 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 - 3.26a", 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.