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Symphonies
VIXn' BEmod - Nov 2nd 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rule-based, risk-on/risk-off strategy: flee to T‑bills when volatility spikes; when calm returns, lean into aggressive tech/healthcare/short‑vol; otherwise pair tech with bonds, commodities, gold, or the U.S. dollar based on 6‑month trends, sized by volatility.
NutHow it works
Step 1: If a volatility gauge (VIX) looks “hot” (fast jump), go to cash-like T‑bills (BIL). Step 2: If volatility has been easing lately, hold an aggressive mix of tech (TQQQ), healthcare (CURE), and short‑vol (SVXY). Step 3: Otherwise, rotate between tech, bonds (long or short), commodities, gold, and the U.S. dollar (UUP) based on 6‑month trends, sizing positions by recent volatility.
CheckmarkValue prop
Regime-aware, volatility-filtered cross-asset strategy that moves to cash in spikes and back to growth assets as vol normalizes, with volatility-weighted sizing. OOS: ~19% annualized return, Sharpe ~0.81, diversification vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.241.060.360.6
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
620.71%15.08%1.36%5.73%0.92
VIXn' BEmod - Nov 2nd 2011
16,615.8%43.91%7.71%17.52%1.38
Initial Investment
$10,000.00
Final Value
$1,671,579.91
Regulatory Fees
$11,108.39
Total Slippage
$66,664.93
Invest in this strategy
OOS Start Date
Jan 28, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, volatility filter, trend following, cross-asset rotation, leveraged etfs, risk-on/risk-off
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.

"VIXn' BEmod - Nov 2nd 2011" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"VIXn' BEmod - Nov 2nd 2011" is currently allocated toCURE, SVXYandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "VIXn' BEmod - Nov 2nd 2011" has returned 19.08%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "VIXn' BEmod - Nov 2nd 2011" is 34.70%. 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 "VIXn' BEmod - Nov 2nd 2011", 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.