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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 volatility-timing: ride falling fear via SVXY plus sector ETFs when calm; otherwise hold T‑Bills—unless stocks look overheated, then briefly bet on a volatility spike with UVXY.
NutHow it works
Each day: 1) If SVXY (benefits when market fear falls) rose over the last week, hold a mix that leans heavily to SVXY plus XLV, XLU, XLY; steadier pieces get more weight. 2) Otherwise, if the S&P 500 3x fund (SPXL) looks very “hot” (RSI>75), buy UVXY (jumps when fear spikes). If not, sit in T‑Bills (BIL).
CheckmarkValue prop
Out-of-sample, this strategy outperforms the S&P 500 on risk-adjusted return and downside risk: Sharpe ~1.34 vs 1.32; annualized ~23% vs 21.7%; max drawdown ~9.6% vs 18.8%; Calmar ~2.40. Higher upside, lower risk.
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
608.48%14.63%-1.77%0.2%0.9
VIXn' Short l BrianE Mod l Nov 2nd 2011
2,821.3%26.54%-0.91%0.48%1.36
Initial Investment
$10,000.00
Final Value
$292,129.98
Regulatory Fees
$2,295.96
Total Slippage
$14,793.60
Invest in this strategy
OOS Start Date
Oct 31, 2022
Trading Setting
Daily
Type
Stocks
Category
Volatility timing, vix etfs (svxy/uvxy), tactical asset allocation, sector tilt, risk-on/risk-off, daily rebalanced
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
XLU
State Street Utilities Select Sector SPDR ETF
Stocks
XLV
State Street Health Care Select Sector SPDR ETF
Stocks
XLY
State Street Consumer Discretionary Select Sector SPDR 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' 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 21.19%. 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, and options.