Skip to Content
Symphonies
VIXM vs. SVXY | AaronC
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily rotation that reads “fear vs calm” in markets. When fear rises, it shifts to a hedge (BTAL) plus strong defensive/energy picks; when calm returns, it rides the strongest stock indexes (SSO, QLD, UDOW) or energy (DIG).
NutHow it works
Daily it compares “fear” vs “calm”: VIXM (up when market stress jumps) vs SVXY (up when stress eases) using RSI, a gauge of recent ups vs downs. Risk‑off (fear>calm): - If BTAL (a market‑neutral, defensive fund) is above its ~300‑day average, hold BTAL plus the 3 best of: WMT/COST/UNH, XLU (Utilities), XLP (Staples), DIG (energy long), SCO (oil short). - Else, hold the 2 weakest of SSO (S&P 500), QLD (Nasdaq‑100), or BTAL. Risk‑on (calm>fear): hold the 2 strongest among SSO, QLD, UDOW (Dow 30), and DIG.
CheckmarkValue prop
Regime-timed rotation that protects in fear and compounds in calm markets. Hedge with BTAL plus defensives/energy when stressed, then tilt to top leveraged indexes. Outsample: ~25.3% vs 20.3% annualized; max drawdown ~12.9% vs 18.8%; Calmar ~1.96.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.340.840.290.54
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
520.93%14.77%-0.15%0.4%0.9
VIXM vs. SVXY | AaronC
29,253.55%53.53%4.75%6.1%1.75
Initial Investment
$10,000.00
Final Value
$2,935,355.45
Regulatory Fees
$14,250.71
Total Slippage
$87,166.27
Invest in this strategy
OOS Start Date
Aug 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility timing, momentum, trend following, defensive rotation, leveraged etfs, us equities, sector rotation
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COST
Costco Wholesale Corp
Stocks
DIG
ProShares Ultra Energy
Stocks
QLD
ProShares Ultra QQQ
Stocks
SCO
ProShares UltraShort Bloomberg Crude Oil
Stocks
SSO
ProShares Ultra S&P500
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
UDOW
ProShares UltraPro Dow 30
Stocks
UNH
UNITEDHEALTH GROUP INCORPORATED (Delaware)
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.

"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 toQLDandSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "VIXM vs. SVXY | AaronC" has returned 27.63%. 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, and options.