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

About

A crash-hedge switch. If stocks look too hot, it buys UVXY (a fear/volatility fund). If they look washed out, it buys TQQQ (3x Nasdaq) for a rebound. Otherwise it parks in a defensive mix of gold, short Treasuries, and the U.S. dollar.
NutHow it works
It watches a 10‑day “hot/cold” score (RSI) on TQQQ (3x Nasdaq), SPXL (3x S&P 500), and QQQ (Nasdaq). If TQQQ>79 or SPXL>80 (too hot), buy UVXY (tends to jump when fear/volatility spikes). If QQQ<31 (washed out), buy TQQQ (3x Nasdaq) for a bounce. Otherwise hold GLD (gold), SHY (short US Treasuries), and UUP (U.S. dollar) equally.
CheckmarkValue prop
Out-of-sample edge: ~40.6% annualized return vs S&P ~22.9%, with Calmar ~1.75 and Sharpe ~1.30. A crash-hedge regime that captures big upside on dips while keeping beta near 0.9 and sensible defense in calm markets.

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Invest in this strategy
OOS Start Date
Apr 7, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility hedge, rsi timing, leveraged etfs, defensive rotation, risk-on/risk-off
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.

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

"Vol Hedge ?" is currently allocated toGLD, SHYandUUP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Vol Hedge ?" has returned 40.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Vol Hedge ?" is 23.28%. 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 "Vol Hedge ?", 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.