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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

All‑in/all‑out rule: if the Communications sector looks extremely overbought (10‑day RSI>79), go 100% into UVXY (a volatility fund). Otherwise sit in BIL (T‑bill cash). Aims to profit from volatility after hot sector runs; risky when UVXY lingers.
NutHow it works
Daily, it checks VOX (Vanguard Communication Services ETF—Alphabet, Meta, Disney, Verizon). If VOX’s 10‑day RSI, a 0–100 gauge of how fast price rose vs fell, is above 79 (very “hot”), it buys UVXY (a fund that spikes when market fear jumps). Otherwise it holds BIL (a T‑bill cash ETF). UVXY is very risky and usually decays in calm markets; this flips between very safe and very risky.
CheckmarkValue prop
Out-of-sample edge: ~8.4% annualized return with max drawdown 7.8% (Calmar 1.08, Sharpe ~0.66). Lower downside risk than the S&P and strong risk-adjusted performance from a simple, disciplined risk-off/volatility-timing rule (cash unless VOX spikes).

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Invest in this strategy
OOS Start Date
Sep 30, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility-timing, contrarian, sector-signal, risk-on/risk-off, tactical, rsi-based
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VOX
Vanguard Communication Services 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.

"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 toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "VOX OB test" has returned 7.71%. 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, and options.