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Symphonies
Volatility Hedge - RSI Band 4|32
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based “airbag.” If volatility is heating up, it shifts into VIX volatility funds and the US dollar, sized by recent volatility; otherwise it sits in short-term Treasuries (SHY). Rarely, it rotates among Treasuries and SPY based on bond trends.
NutHow it works
It watches UVXY’s short‑term vs long‑term momentum (4‑day vs 32‑day RSI). If short‑term > long‑term, turbulence is rising: it turns on a hedge and splits money (more to calmer picks) among VIXM, UUP, and a small UVXY slice. In rare cases it may rotate among Treasuries (IEF/TLT/TMF) and sometimes SPY. If turbulence isn’t rising, it parks in SHY. Trades only when signals flip or weights drift ~7%. Tickers: UVXY/VIXM = VIX volatility; UUP = US dollar; SHY/IEF/TLT/TMF = Treasuries; SPY = S&P 500.
CheckmarkValue prop
Acts as a volatility hedge and ballast to the S&P 500: when turbulence rises, it shifts to VIX, USD, and Treasuries to diversify risk and seek downside protection—best as a portfolio complement, not a stand-alone equity bet.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.06-0.30.24-0.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
621.48%15.14%1.2%6.23%0.93
Volatility Hedge - RSI Band 4|32
9.6%0.66%-1.21%-2.53%0.11
Initial Investment
$10,000.00
Final Value
$10,959.52
Regulatory Fees
$291.91
Total Slippage
$1,769.41
Invest in this strategy
OOS Start Date
Sep 29, 2022
Trading Setting
Threshold 7%
Type
Stocks
Category
Volatility hedge, tail-risk, tactical allocation, momentum, inverse-vol weighting, treasuries, us dollar, vix etfs, defensive
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.

"Volatility Hedge - RSI Band 4|32" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Volatility Hedge - RSI Band 4|32" is currently allocated toSHY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Volatility Hedge - RSI Band 4|32" has returned -4.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Volatility Hedge - RSI Band 4|32" is 21.07%. 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 "Volatility Hedge - RSI Band 4|32", 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.