Skip to Content
Symphonies
VIXn' BEmod - Nov 2nd 2011
Today’s Change
—

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

About

A volatility‑aware, regime‑switching strategy: hide in T‑bills when fear spikes; otherwise ride growth (levered tech/health care, short volatility) when calm, or hold hedged pairs across stocks, bonds, commodities, gold, and the US dollar.
NutHow it works
1) Panic switch: if a 10‑day “heat gauge” of the VIX (VIXM) > 70, go to BIL (T‑bills, cash‑like). 2) Else, if SVXY (short VIX) rose over 5 days, own a volatility‑sized mix of TQQQ (3x Nasdaq tech), CURE (3x Health Care), SVXY. 3) Else, pick two ETFs by whoever led over 6 months among SPY (stocks), TLT (long Treasuries), DBC (commodities), UUP (US dollar), then size by stability (GLD/TMF/TMV/TQQQ/DBC/UUP combos).
CheckmarkValue prop
Volatility-aware, regime-switching strategy offering S&P-like upside (~21%/yr) with built-in risk controls (panic switch to T-bills) and diversified cross-asset hedges for added portfolio resilience.

Loading backtest data...

Invest in this strategy
OOS Start Date
Jan 28, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility-timed multi-asset, leveraged tech/healthcare, long/short treasuries, commodities, gold, us dollar, t-bills
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
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 ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X ETF
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.

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

Year-to-date, "VIXn' BEmod - Nov 2nd 2011" has returned 18.72%. 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, and options.