Skip to Content
Symphonies
VIXn' + BrianE's 4TLT
Today’s Change
—

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

About

A daily, rules-based, high-octane strategy that rotates among 3× equity ETFs (S&P 500, Nasdaq‑100, semis), volatility spikes (UVXY), and cash/bonds (BIL/BSV) using “hot/cold” momentum and a volatility regime filter.
NutHow it works
Rebalanced daily. First it checks market fear (VIXM). If fear looks “hot” (a 0–100 hot/cold score called RSI is high), it runs quick “pop” rules: overheated stocks (SPXL/TQQQ RSI>80) → UVXY (volatility spike bet); washed‑out (RSI<30) → 3× bulls (SPXL/TQQQ/SOXL); else → BIL. If fear isn’t hot, a trend/vol filter (SVXY and medium‑term RSI) keeps 3× bulls in calm uptrends, or shifts to SQQQ or short‑term bonds (BSV).
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted returns and bigger upside than the S&P. Sharpe 1.42 vs 1.33; annualized return 74% vs 21%; Calmar 1.89— achieved with disciplined volatility timing and momentum rotation.

Loading backtest data...

Invest in this strategy
OOS Start Date
Nov 27, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical, momentum, mean-reversion, volatility-timing, leveraged etfs, risk-on/off, daily rebalance, us equities, technology, semiconductors
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 Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
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 toBSV, SOXLandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "VIXn' + BrianE's 4TLT" has returned 62.15%. 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.