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

About

Daily strategy that rotates among SVIX (fear falls), VXX (fear rises), or BIL (cash) using simple overbought/oversold gauges on SPY and “too-hot” alerts from tech/consumer/financials. High risk; designed for short-term moves, not buy-and-hold.
NutHow it works
It makes quick, rules-based bets on “fear” in the stock market. When the S&P 500 looks very washed out (a 0–100 gauge called RSI is under ~25), it bets fear will cool (SVIX). When parts of the market look too hot (RSI over ~75–80 in SPY/TQQQ/XLY/FAS/XLP), it bets fear will jump (VXX). If signals aren’t clear—or right after a spike—it sits in T‑bills (BIL). It blends several very short lookbacks and rebalances daily.
CheckmarkValue prop
Out-of-sample edge: ~82% annualized return vs SPY ~42%; Sharpe ~3.19 vs ~3.12; Calmar ~12.6; alpha ~0.23%. Rotates SVIX/VXX/BIL to exploit volatility mean-reversion for stronger, risk-aware gains vs the S&P.

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Invest in this strategy
OOS Start Date
Apr 23, 2025
Trading Setting
Daily
Type
Stocks
Category
Short-term volatility, vix etp rotation, tactical etf, daily rebalanced, mean reversion, risk-managed, systematic
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 toBILandSVIX. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 81.74%. 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.