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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‑focused strategy: when markets look hot or start dropping fast, it moves to T‑Bills or buys volatility; when calm, it shorts volatility for carry; if risk builds, it tilts to an inverse S&P 500 hedge. Adapts using “heat” and jumpiness checks.
NutHow it works
It watches a simple “heat meter” (how fast things have risen/fallen recently) across big indexes and sectors. If markets look overheated, it either parks in BIL (T‑Bills) or buys volatility (UVXY/VIXY). If calm and bonds look steady, it shorts volatility (SVIX). If risk builds (tech weak), it leans into SPXU (inverse S&P 500). Extra guards watch how jumpy volatility is and can fall back to SPY or BIL.
CheckmarkValue prop
Out-of-sample: ~36% annualized return vs SPY ~19%, with dynamic volatility hedging and regime shifts. Strong upside in volatile markets, but be aware of larger drawdowns in stress periods; built-in risk gates help manage tail risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.990.260.010.1
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
60.81%12.98%0.54%-0.34%0.78
Volmageddon 2.0 Dynamically Hedged
3,234.8%146.18%-9.95%-15.03%2.12
Initial Investment
$10,000.00
Final Value
$333,480.21
Regulatory Fees
$1,344.47
Total Slippage
$8,441.75
Invest in this strategy
OOS Start Date
May 20, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Volatility timing, dynamic hedging, tactical allocation, leveraged etfs, risk management, tail risk
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVIX
-1x Short VIX Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
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.

"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 toSPXUandSVIX. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Volmageddon 2.0 Dynamically Hedged" has returned 27.62%. 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, and options.