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Symphonies
VIXn' + BrianE's 4TLT
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, tactical strategy that buys 3x stock ETFs on deep dips, flips to UVXY when markets look overheated, and otherwise uses simple trend/risk checks to choose between 3x bull, 3x bear, or cash‑like bonds. Very aggressive; rebalanced daily.
NutHow it works
Daily playbook: - First, check market stress (VIXM). If stress is high, use quick “pop” rules: buy UVXY when stocks look overheated, buy 3x bull ETFs on deep dips, else sit in T‑bills. - If stress is normal, do the same pop checks; if no signal, use a trend/risk filter (SVXY and 60‑day momentum) to choose among a 3x bull, a 3x bear, or short‑term bonds. RSI = quick “hot/cold” gauge (0–100): <30 washed out, >80 overheated.
CheckmarkValue prop
Out-of-sample, this strategy offers stronger risk-adjusted performance than the S&P: Sharpe ~1.42 vs 1.33, Calmar ~1.89, annualized return ~74% vs ~21%, with drawdown ~39% vs ~19%.

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Invest in this strategy
OOS Start Date
Nov 27, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, volatility trading, mean‑reversion, momentum/regime filter, risk‑on/off, daily rebalance
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
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.

"VIXn' + BrianE's 4TLT" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"VIXn' + BrianE's 4TLT" is currently allocated toBSVandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "VIXn' + BrianE's 4TLT" has returned 61.94%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "VIXn' + BrianE's 4TLT" is 39.18%. 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' + BrianE's 4TLT", 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.