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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, tactical mix that plays volatility pops when stocks look overheated, shorts volatility when calm, and otherwise rotates among leveraged Nasdaq/Treasuries, cash, the dollar, or short Treasuries based on simple stress signals.
NutHow it works
Each day it asks: are stocks overheated? It uses a 0–100 “heat” score (RSI). - If very hot (>72), it bets on a jump in fear using VIX funds (UVIX/UVXY/VIXM). - If not, and bonds act steadier than cash, it bets on calm with SVXY (short volatility). - Otherwise it’s risk-on/risk-off: if fear surges, sit in T‑Bills (BIL); if healthy, hold mostly a 3x Nasdaq fund (TQQQ) with some long Treasuries (TMF); if weak, hold the U.S. dollar (UUP) and a 3x short‑Treasury fund (TMV). Sized by recent volatility; rebalanced daily.
CheckmarkValue prop
Out-of-sample, this volatility-driven, regime-based strategy targets far higher upside than the S&P: ~38% annualized return vs ~21%, Calmar ~1.29, max drawdown ~29.5%. Diversified across volatility, Nasdaq-100 and Treasuries for growth.

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Invest in this strategy
OOS Start Date
Oct 25, 2022
Trading Setting
Daily
Type
Stocks
Category
Volatility-timing, tactical allocation, leveraged etfs, vix, nasdaq-100, treasuries, risk-on/risk-off
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 Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 toTMF, UUP, TQQQandTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Vixen Basket" has returned 34.40%. 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.