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Symphonies
VIXM vs. SVXY | AaronC
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it switches between defense and offense by comparing “fear” (VIXM) vs “calm” (SVXY) momentum. In fear: hold BTAL and 3 defensive picks or hedge with BTAL + a weak index fund. In calm: own the 2 strongest leveraged stock‑market funds.
NutHow it works
Each day it asks: is fear or calm in charge? It compares recent momentum (a simple up‑vs‑down “speedometer” called RSI) of VIXM (fear rises) vs SVXY (fear falls). If fear wins, it hedges: 50% in BTAL (a defensive long‑low/short‑high risk fund) and 50% in 3 defensive picks (from Walmart, Utilities, Staples, Costco, UnitedHealth, or energy long/short) with the best short‑term trend. If BTAL isn’t in a long‑term uptrend (price below its 300‑day average), it instead splits between BTAL and the weaker of SSO or QLD. If calm wins, it goes on offense: own the 2 strongest of SSO (2x S&P 500), QLD (2x Nasdaq 100), UDOW (3x Dow), and DIG (2x Energy). Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this strategy yields ~27.5% annualized return vs S&P ~20.9%, with higher Sharpe (~1.19 vs ~1.14), lower max drawdown (~12.9% vs ~18.8%), and positive alpha—more upside with less downside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.340.840.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
518.46%15.03%1.36%5.73%0.91
VIXM vs. SVXY | AaronC
27,569.76%54.03%1.23%14.62%1.76
Initial Investment
$10,000.00
Final Value
$2,766,976.48
Regulatory Fees
$12,738.23
Total Slippage
$77,639.55
Invest in this strategy
OOS Start Date
Aug 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility regime, momentum, trend-following, defensive tilt, leveraged etfs, daily rebalance
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.

"VIXM vs. SVXY | AaronC" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"VIXM vs. SVXY | AaronC" is currently allocated toDIGandUDOW. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "VIXM vs. SVXY | AaronC" has returned 27.53%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "VIXM vs. SVXY | AaronC" is 12.88%. 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 "VIXM vs. SVXY | AaronC", 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.