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Symphonies
Volmageddon 2.0 Dynamically Hedged
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, volatility‑aware strategy: when markets look overheated, buy crash insurance (UVXY/VIXY) or sit in T‑Bills; when calm, lean into short volatility (SVIX) or short S&P (SPXU). Falls back to SPY or BIL by momentum. High risk, fast‑moving.
NutHow it works
RSI = a 0–100 “heat” gauge; high = overheated. UVXY/VIXY jump when fear spikes. SVIX benefits when fear calms. SPXU shorts the S&P 500. BIL = T‑Bills. 1) If several broad ETFs look overheated (RSI > ~75–80), buy crash insurance (UVXY/VIXY) or step aside in BIL. 2) If tech plunges fast (e.g., TQQQ down hard), pick UVXY or BIL based on bounce. 3) Otherwise, tilt to SVIX or SPXU using simple trend checks (bonds vs tech).
CheckmarkValue prop
Out-of-sample annualized return ~42.6% vs SPY ~19.5%, max drawdown ~51% vs ~19%; Sharpe ~0.92 vs ~1.10. A volatility-hedged, tactical sleeve to boost upside in stress periods while diversifying a core SPY position.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.090.250.010.09
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
61.06%13.95%1.36%5.73%0.82
Volmageddon 2.0 Dynamically Hedged
3,780.3%172.4%34.93%50.57%2.29
Initial Investment
$10,000.00
Final Value
$388,029.86
Regulatory Fees
$1,111.64
Total Slippage
$7,026.74
Invest in this strategy
OOS Start Date
May 20, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Volatility trading, dynamic hedging, tactical allocation, inverse/leveraged etfs, market timing, risk management
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.

"Volmageddon 2.0 Dynamically Hedged" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Volmageddon 2.0 Dynamically Hedged" is currently allocated toSVIX. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Volmageddon 2.0 Dynamically Hedged" has returned 42.64%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Volmageddon 2.0 Dynamically Hedged" is 50.82%. 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 "Volmageddon 2.0 Dynamically Hedged", 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.