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Symphonies
Hedged Regime Switching 2.2
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, hedged “regime switching” strategy. It first checks for extremes and may hedge with volatility or go defensive. If not, it uses long‑term trend to choose risk‑on vs risk‑off, then buys the most short‑term “beaten‑down” ETF (sometimes leveraged) for mean reversion.
NutHow it works
It watches two things: (1) market trend (long vs short term averages) and (2) how stretched prices are (RSI, a 0–100 “hot/cold” meter). If stress or extremes show up, it hedges (UVXY) or shifts defensive (PSQ/BSV). Otherwise it goes risk‑on or risk‑off and picks the most beaten‑down option for a rebound.
CheckmarkValue prop
Out-of-sample: higher upside with disciplined risk - 35.26% vs 23.09% in the S&P; Sharpe ~1.31; Calmar ~1.30; beta ~0.54. Dynamic hedges + mean-reversion aim for stronger risk-adjusted outperformance.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.520.240.020.13
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
627.07%14.97%2.19%5.01%0.92
Hedged Regime Switching 2.2
136,205.06%66.13%2.68%10.16%1.73
Initial Investment
$10,000.00
Final Value
$13,630,505.65
Regulatory Fees
$46,487.85
Total Slippage
$316,977.30
Invest in this strategy
OOS Start Date
Sep 27, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, regime switching, hedged, rsi, moving averages, volatility hedge, leveraged etfs, inverse etfs, daily rebalance
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
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.

"Hedged Regime Switching 2.2" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Hedged Regime Switching 2.2" is currently allocated toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Hedged Regime Switching 2.2" has returned 35.26%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Hedged Regime Switching 2.2" is 27.22%. 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 "Hedged Regime Switching 2.2", 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.