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

About

Daily risk-on/risk-off. If fear has been fading, lean into short volatility plus sector ETFs. If not, only bet on a volatility spike when stocks look overheated; otherwise sit in T‑Bills.
NutHow it works
Every day it asks: Has SVXY (a fund that gains when the market’s fear index, the VIX, falls) risen over the last week? If yes, it mostly holds SVXY plus Health Care, Utilities, and Consumer sector funds, sized by recent stability. If not, and the 3x S&P 500 fund looks overheated (RSI—a 0–100 “heat” score—above 75), it buys UVXY (benefits when fear jumps); otherwise it parks in T‑Bills.
CheckmarkValue prop
Out-of-sample edge: ~23% annual return with far lower drawdown (~9.6% vs ~18.8% for SPY). Similar/better risk-adjusted Sharpe and Calmar, plus higher upside and stronger downside protection versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.20.340.10.31
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
620.71%15.08%1.36%5.73%0.92
VIXn' Short l BrianE Mod l Nov 2nd 2011
2,795.39%27.04%1.38%0.36%1.37
Initial Investment
$10,000.00
Final Value
$289,538.59
Regulatory Fees
$2,113.90
Total Slippage
$13,587.54
Invest in this strategy
OOS Start Date
Oct 31, 2022
Trading Setting
Daily
Type
Stocks
Category
Volatility timing,risk-on/risk-off,etf rotation,sector tilt,tactical asset allocation
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' Short l BrianE Mod l Nov 2nd 2011" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"VIXn' Short l BrianE Mod l Nov 2nd 2011" is currently allocated toXLU, XLV, XLYandSVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "VIXn' Short l BrianE Mod l Nov 2nd 2011" has returned 22.92%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "VIXn' Short l BrianE Mod l Nov 2nd 2011" is 9.58%. 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' Short l BrianE Mod l 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.