Skip to Content
Symphonies
Volatility Mid-Term (SPY RSI + Vixation Strategy) (ZVOL VXZ PULS)
Today’s Change
—

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

About

A daily, rules-based swing trader of volatility. When stocks look oversold it bets on calmer markets (ZVOL); when they look overheated it bets on rising fear (VXZ); otherwise sits in cash-like PULS. Uses mid-term VIX products to reduce whipsaw.
NutHow it works
Daily, it reads simple price signals to switch among three funds: - ZVOL: benefits if market calm returns (short volatility). - VXZ: benefits if fear jumps (long volatility). - PULS: cash‑like. 70% uses SPY’s RSI (a gauge of recent buying/selling; low=oversold, high=overbought). 30% watches tech/financial/consumer ETFs for overbought or fresh spikes.
CheckmarkValue prop
Out-of-sample: ~33% annualized return, ~10% max drawdown, Sharpe ~1.73 (Calmar ~3.25). SPY: ~20% return, ~16.6% drawdown, Sharpe ~0.98. Higher risk-adjusted upside and a smoother ride vs the S&P 500.

Loading backtest data...

Invest in this strategy
OOS Start Date
Feb 22, 2025
Trading Setting
Daily
Type
Stocks
Category
Volatility, etf rotation, tactical asset allocation, vix, long/short volatility, risk-managed
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toVXZ, PULSandZVOL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 33.18%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 10.22%. 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 the symphony, 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.