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Symphonies
VIXn' 1.0.0 l Deez/BrianE l Nov 2nd 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based swing strategy that flips between volatility bets (UVXY) when stocks look too hot, buying tech dips (TQQQ) when oversold, riding calm periods with SVXY+TQQQ, or holding trend-based mixes of tech, Treasuries, and defensive sectors.
NutHow it works
Daily it checks a short‑term “hot/cold” score (RSI) on 3x S&P/Nasdaq. - If very hot, buy UVXY (jumps when fear/volatility spikes). - If very cold, buy TQQQ (3x Nasdaq). - If calm lately (SVXY up), hold SVXY+TQQQ, sized toward the steadier one. Otherwise it picks Bull/Normal/Bear by trend and holds mixes of tech (QQQ/QLD/TQQQ), Treasuries (SHY), or defensives: dollar (UUP) and staples/utilities/energy (XLP/XLU/XLE).
CheckmarkValue prop
Out-of-sample Sharpe ~1.71 vs S&P ~1.33; annualized return ~78% vs ~22%; Calmar ~2.60; max drawdown ~30% vs ~19%. A volatility-timing/regime-switching approach aims for higher risk‑adjusted upside with disciplined risk control.

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Invest in this strategy
OOS Start Date
Oct 31, 2022
Trading Setting
Daily
Type
Stocks
Category
Volatility-timing, regime-switching, momentum/rsi, leveraged etfs, tactical asset allocation, 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSVXYandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 78.02%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 29.98%. 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 the symphony, 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.