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Symphonies
VOX OB test
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

When the Communications sector gets extremely hot over 10 days, it bets on a near‑term volatility spike by buying UVXY; otherwise it sits in cash‑like T‑Bills (BIL). VOX is only used as a warning signal—the strategy never owns it.
NutHow it works
It uses VOX (Vanguard Communication Services ETF) as a thermometer. RSI is a 0–100 score of recent price speed; very high means “hot.” Rule: if VOX’s 10‑day RSI is above 79, buy UVXY (tends to rise when market fear/volatility jumps). Otherwise hold BIL (1–3 month T‑Bills). It switches only when this rule flips.
CheckmarkValue prop
Out-of-sample volatility-timing: mostly cash, UVXY on extreme VOX heat. Lower drawdown (~7.8%), Calmar ~1.16, and ~9% annualized return—strong risk-adjusted upside vs. SPY despite a smaller raw gain.

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Invest in this strategy
OOS Start Date
Sep 30, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility timing, rsi signal, sector-based indicator, tactical switch, cash or uvxy, risk-on/off
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.

"VOX OB test" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"VOX OB test" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "VOX OB test" has returned 8.99%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "VOX OB test" is 7.77%. 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 "VOX OB test", 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.