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

About

A daily swing‑trader that buys volatility into likely stock pullbacks, shorts it in calm periods, or rotates between tech (TQQQ), Treasuries (TMF/TMV), USD (UUP) and cash‑like T‑bills, using simple overbought/oversold signals and bond trends.
NutHow it works
Each day it reads simple “heat” gauges (RSI = 0–100 speed of recent moves). If the S&P 500 looks very hot (RSI>72), it buys volatility funds (UVXY/UVIX/VIXM) that usually jump when stocks drop. If bonds look steadier than cash, it shorts volatility (SVXY). Otherwise it uses bond trends to hold either tech + long Treasuries (TQQQ/TMF) or a defensive mix (USD = UUP, short long‑bonds = TMV), with cash‑like BIL/SHY as safety. Uses risk‑based sizing; very aggressive.
CheckmarkValue prop
Out-of-sample: ~38% annualized return with Sharpe ~1.08, Calmar ~1.29, and ~0.49 beta vs the S&P. Captures upside in volatility and macro regimes with a diversified tech/bonds/volatility mix. Expect higher drawdowns in choppy markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.380.30.020.15
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
63.61%12.99%6.16%5.09%0.78
Vixen Basket
326.13%43.27%-16.38%-22.18%1.21
Initial Investment
$10,000.00
Final Value
$42,613.28
Regulatory Fees
$289.16
Total Slippage
$1,670.04
Invest in this strategy
OOS Start Date
Oct 25, 2022
Trading Setting
Daily
Type
Stocks
Category
Volatility trading, tactical rotation, leveraged etfs, trend-following, mean-reversion, macro, daily rebalanced
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
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.

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

"Vixen Basket" is currently allocated toUVIX, UVXYandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Vixen Basket" has returned 23.76%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Vixen Basket" is 29.49%. 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 "Vixen Basket", 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.