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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 regime‑switching strategy: buy 3x tech on sharp Nasdaq dips, buy volatility when overheated, otherwise follow the S&P 500 trend—defensive mix in downtrends, diversified equity factors in uptrends. Trades when signals change.
NutHow it works
It switches between growth, defense, and crash hedges using simple signals. RSI (0–100 of recent gains vs losses): if Nasdaq‑100 RSI<30, buy TECL (3x tech). Else if RSI>80, buy UVXY (volatility). Else check SPY: if price<200‑day average, go defensive—if 10‑day max drop>5%, hold VIXM; else split BTAL (anti‑beta), VIXM, IEF (Treasuries), GLD (gold), XLP (staples). If SPY≥200‑day, split SCHD, GMOM, VAMO, SPY. Trades only when signals flip.
CheckmarkValue prop
Out-of-sample, this regime-switching strategy targets ~2x SPY’s return (43% vs 22%), with Calmar ~1.84—strong risk-adjusted upside. It defends in drawdowns and captures growth in uptrends, offering higher upside with controlled risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.650.260.010.12
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
317.32%14.63%0.54%-0.34%0.86
Beta Hedge 3.0
63,115.52%85.21%10.02%16.95%1.75
Initial Investment
$10,000.00
Final Value
$6,321,551.60
Regulatory Fees
$8,956.54
Total Slippage
$58,055.87
Invest in this strategy
OOS Start Date
Apr 9, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, regime switching, trend following, mean reversion, volatility hedging, defensive rotation
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GMOM
Cambria Global Momentum ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCHD
Schwab US Dividend Equity ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VAMO
Cambria Value and Momentum 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.

"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 46.73%. 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, and options.