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Symphonies
[Backtest] Vol Hedge Momentum
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based mix: two small momentum sleeves plus a 70% trend core. Press stocks in uptrends (with Treasuries), add T‑bills if overheated, rotate to gold/bonds when trends weaken, and in deep bear markets may short Nasdaq for protection.
NutHow it works
Three sleeves: - 10%: Hold the 3 with the strongest recent momentum (RSI = 0–100 score of recent ups vs downs) from hedges and risk assets. - 20%: Hold the 2 best 6‑month performers across stocks, bonds, dollar/euro, commodities, cash. - 70%: Trend core. If uptrends: lean into S&P (SSO) + Treasuries; if overheated, add T‑bills. If downtrends: shift to gold/short‑term bonds; in deep bears, may short Nasdaq. Assets: SPY/SSO, IEF/TLT/SHY/SHV, GLD, DBC, UUP/FXE, VIXY/VIXM, PSQ, XLK/XLP.
CheckmarkValue prop
Out-of-sample, this rules-based mix delivers higher risk-adjusted returns (Sharpe ~1.68 vs S&P 1.40; Calmar ~2.47) with much smaller drawdowns (8.5% vs 18.8%), plus built-in downside protection via trend hedges and diversified sleeves.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.090.350.340.59
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
584.34%13.95%2.19%5.01%0.85
[Backtest] Vol Hedge Momentum
679.09%14.96%2.27%4.09%1.42
Initial Investment
$10,000.00
Final Value
$77,909.16
Regulatory Fees
$138.04
Total Slippage
$859.16
Invest in this strategy
OOS Start Date
Mar 6, 2023
Trading Setting
Threshold 12%
Type
Stocks
Category
Tactical asset allocation, trend-following, momentum, volatility hedge, multi-asset, leveraged/inverse etfs
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
FXE
Invesco CurrencyShares Euro Currency Trust
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
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.

"[Backtest] Vol Hedge Momentum" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"[Backtest] Vol Hedge Momentum" is currently allocated toIEF, SPY, SSOandGLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "[Backtest] Vol Hedge Momentum" has returned 20.98%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "[Backtest] Vol Hedge Momentum" is 8.51%. 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 "[Backtest] Vol Hedge Momentum", 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.