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Symphonies
T1 Volmageddon 2.0 Dynamically Hedged (404.2% RR, 14.1% MD, 51% SD, 2022 BT)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, tactical volatility strategy: earn carry in calm times by shorting volatility (SVIX), then quickly switch to crash defense (UVXY/VIXY or short S&P via SPXU) when stocks look overheated or losses accelerate. Very high risk.
NutHow it works
What it holds most: a mix of short volatility (SVIX: wins if “fear” falls) and short S&P 500 (SPXU: wins if stocks drop). It watches a hotness gauge (RSI, 0–100) on many stock funds and momentum in volatility (UVXY/VIXY). If markets look overheated or start sliding fast, it flips to long volatility (UVXY/VIXY) or more SPXU. A bonds‑vs‑tech stress check (IEF vs PSQ) sizes the mix. If signals are unclear, it parks in SPY or T‑bills (BIL).
CheckmarkValue prop
Out-of-sample, aims 25.3% annualized vs 21.2% SPY, with ~1.9% annual alpha. Dynamic carry/hedging offers crash protection, but tail risk is higher (max drawdown ~48%). Suited for risk-tolerant, diversified portfolios seeking higher upside and hedged crash defense.

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Invest in this strategy
OOS Start Date
Jan 10, 2025
Trading Setting
Daily
Type
Stocks
Category
Volatility trading, dynamic hedging, tactical allocation, leveraged/inverse etfs, crash defense, daily rebalance, high risk
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSVIX. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 25.31%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 47.80%. 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 the symphony, 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.