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Symphonies
Volatility Short-Term (SPY RSI + Vixation Strategies) (SVIX VXX BIL)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast-moving strategy that bets on market fear rising or falling using SVIX, VXX, and cash-like BIL, based on short-term extremes in SPY and other stock-market funds.
NutHow it works
This strategy tries to guess whether market fear is about to rise or fall. It watches SPY and a few stock-market funds for very stretched short-term moves. If markets look panicky after a drop, it buys SVIX, which benefits when fear cools down. If markets look overheated after a fast rise, it buys VXX, which benefits when fear jumps. If signals are unclear or risk looks unusually high, it parks in BIL, a very short-term Treasury fund.
CheckmarkValue prop
Out-of-sample volatility-timing strategy (SVIX/VXX + cash) with risk controls. Delivers higher risk-adjusted returns vs the S&P: oos return ~66.7% vs 27.7%; Sharpe ~2.50 vs 2.03; Calmar ~9.39; max drawdown ~7.10% vs 8.89%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.470.850.330.57
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
77.56%13.35%-1.04%-0.34%0.82
Volatility Short-Term (SPY RSI + Vixation Strategies) (SVIX VXX BIL)
1,210.32%75.3%4.2%10.71%2.37
Initial Investment
$10,000.00
Final Value
$131,031.76
Regulatory Fees
$267.17
Total Slippage
$1,872.11
Invest in this strategy
OOS Start Date
Apr 23, 2025
Trading Setting
Daily
Type
Stocks
Category
Volatility trading, tactical asset allocation, short-term, vix, mean reversion, regime filter, risk-managed
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVIX
-1x Short VIX Futures ETF
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VIXY
ProShares VIX Short-Term Futures ETF
Stocks
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
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.

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

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

Year-to-date, the symphony has returned 66.69%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.10%. 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, and options.
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Securities products and brokerage services are offered by Composer Securities LLC, a broker-dealer registered with the SEC and member of FINRA / SIPC. Composer Securities LLC and Composer Technologies Inc. are separate but affiliated companies. Accounts are carried and securities execution, clearance and settlement services are provided by Alpaca Securities LLC, and Apex Clearing Corporation, SEC-registered broker-dealers and members of FINRA / SIPC. Alpaca Securities is a wholly-owned subsidiary of AlpacaDB, Inc. Apex Clearing Corporation, is a wholly-owned subsidiary of Apex Fintech Solutions Inc. Check the background of Composer Securities LLC, Alpaca Securities LLC, and Apex Clearing Corporation on FINRA BrokerCheck . This is not an offer, solicitation of an offer, or advice to buy or sell securities or open a brokerage account in any jurisdiction where Composer Securities is not registered. Securities products offered by Composer Securities are not FDIC insured

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