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Symphonies
Vixation - 3.94a
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A high-risk, volatility-aware mix: short-volatility and semiconductor bets balanced by a dynamic hedge using inverse S&P, gold, rates, and volatility funds. It tilts toward what’s been calmer recently. Uses 3× and VIX products—expect big swings.
NutHow it works
It splits money into three parts and gives more to the parts that have been calmer over ~10 days. A: SVIX (benefits when market fear falls). B: SOXL (3× semiconductors). C: a hedge that balances SPXS (3× inverse S&P) with the two calmest of GLD (gold), TMV (3× short Treasuries), VIXM (long volatility), SVXY (short volatility). It reweights as things change.
CheckmarkValue prop
Volatility-aware rotation diversifying the S&P with inverse-vol hedges, gold, and semis. Out-of-sample: 9.1% annualized vs SPY 18.3%, max drawdown 32.3% vs 18.8%, Sharpe 0.56 vs 1.06. A diversification ballast in volatile regimes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.60.40.63
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
62.88%13.44%-0.15%0.4%0.81
Vixation - 3.94a
122.56%22.97%-4.82%5.89%1.32
Initial Investment
$10,000.00
Final Value
$22,255.82
Regulatory Fees
$60.95
Total Slippage
$318.85
Invest in this strategy
OOS Start Date
Jun 12, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, volatility-based, leveraged etfs, rotation, hedged, multi-asset, risk-managed sizing
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x Shares
Stocks
SVIX
-1x Short VIX Futures ETF
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 - 3.94a" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Vixation - 3.94a" is currently allocated toSOXL, SPXS, SVIX, SVXYandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Vixation - 3.94a" has returned 5.69%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Vixation - 3.94a" is 32.33%. 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 - 3.94a", 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.