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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

Times volatility: buys UVXY when markets look overheated, TQQQ after sharp selloffs, and otherwise holds a defensive mix of gold, short Treasuries, and the US dollar. Decisions use a 10‑day momentum gauge (RSI) on QQQ/TQQQ/SPXL.
NutHow it works
It checks a short‑term momentum gauge (RSI, 0–100: high=“hot”, low=“cold”). If TQQQ’s RSI > 79 or SPXL’s > 80 (markets look overheated), it buys UVXY (a fear/volatility ETF). Else if QQQ’s RSI < 31 (very weak), it buys TQQQ (3x NASDAQ‑100) for a rebound. Otherwise it splits equally into GLD (gold), SHY (short Treasuries), and UUP (US dollar). It switches only when signals change.
CheckmarkValue prop
Out-of-sample, the strategy targets ~41.7% annualized return vs SPY’s ~22.5%, with a Calmar ~1.79 and diversified hedges (GLD/SHY/UUP). Higher drawdowns than SPY, but superior risk-adjusted upside.

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Invest in this strategy
OOS Start Date
Apr 7, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, volatility-hedge, rsi, leveraged-etfs, defensive-basket, market-timing
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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.

"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 42.79%. 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, and options.