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Symphonies
Beta Hedge 3.0
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based “risk-on/risk-off” plan. Extreme tech readings trigger short bursts in TECL (oversold) or UVXY (overbought). Otherwise a 200‑day trend filter: above = growth mix; below = defensive mix, escalating to VIXM only after sharp drops.
NutHow it works
1) Check a 10‑day overbought/oversold gauge (RSI) on QQQ (big US tech). If very oversold (<30), buy TECL (3× tech) to play a bounce. If very overbought (>80), buy UVXY (tied to the VIX “fear index”) to catch a volatility spike. 2) Otherwise use a long‑term trend: if the S&P 500 is above its 200‑day average, hold SPY, SCHD, GMOM, VAMO. If below, hold BTAL, VIXM, IEF, GLD, XLP; and after a >5% 10‑day drop, hold only VIXM.
CheckmarkValue prop
Out-of-sample: 42.6% annualized return vs SPY ~22.9%, Calmar 1.81 and solid risk-adjusted profile. Regime-switching with volatility hedges aims for bigger gains while keeping drawdowns manageable.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.650.250.010.11
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
317.97%15.02%1.36%5.73%0.87
Beta Hedge 3.0
53,989.36%85.08%3.11%6.08%1.74
Initial Investment
$10,000.00
Final Value
$5,408,936.10
Regulatory Fees
$8,595.20
Total Slippage
$55,631.23
Invest in this strategy
OOS Start Date
Apr 9, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, trend following, mean reversion, volatility hedging, risk management
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.

"Beta Hedge 3.0" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Beta Hedge 3.0" is currently allocated toVAMO, GMOM, SPYandSCHD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Beta Hedge 3.0" has returned 42.62%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Beta Hedge 3.0" is 23.49%. 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 "Beta Hedge 3.0", 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.