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Symphonies
Vixation (zoop's edit)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily risk-on/risk-off switch: ride a 3x Nasdaq fund in calm markets, flip to a volatility note when several indexes look overbought (via a simple 10‑day “heat” gauge), and hide in T‑bills after sharp selloffs or volatility spikes.
NutHow it works
Rebalanced daily. Default: TQQQ (3x Nasdaq‑100). It flips to VXX (benefits when fear/volatility jumps) whenever a 10‑day RSI—a 0–100 “heat” gauge—looks too hot (>75–80) on XLP (staples), TQQQ, XLY (discretionary), FAS (3x financials), or SPY (S&P 500). After sharp drops (TQQQ < −12% in 6 days), a big one‑day rebound (>5.5%) sends it to BIL (T‑bills); otherwise it stays in TQQQ. If SVXY (inverse vol) plunges >7% in a day, it parks in BIL.
CheckmarkValue prop
Out-of-sample: ~43% annualized return with Sharpe ~0.85 and Calmar ~0.75. Daily risk-on/risk-off uses TQQQ, VXX, BIL to seek much higher upside than the S&P while managing risk—but crises can bring large drawdowns.

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Invest in this strategy
OOS Start Date
Jan 16, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility timing, momentum, risk-on/risk-off, leveraged etfs, daily rebalancing
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 (zoop's edit)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Vixation (zoop's edit)" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Vixation (zoop's edit)" has returned 43.39%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Vixation (zoop's edit)" is 58.13%. 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 (zoop's edit)", 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.