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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 volatility‑driven, dynamically hedged strategy: it adds crash protection when markets look overheated or shaky and otherwise tries to earn carry by shorting volatility, with occasional shifts to inverse S&P 500 or T‑Bills.
NutHow it works
It watches fear gauges: UVXY/VIXY (jump when fear spikes), SVIX (benefits when fear fades), SPXU (rises when S&P 500 falls), BIL (T‑Bills/cash). RSI is a 0–100 “hot/cold” score for recent moves. When fear is very jumpy and many stock/sector funds look “hot” (high RSI), it buys crash protection (UVXY/VIXY) or hides in T‑Bills (BIL). Otherwise, it usually bets on fading fear (SVIX) but can tilt to SPXU or cash based on bond strength and momentum. It also scans tech, communication, consumer, energy, and financials ETFs as warning lights. High risk; uses leveraged funds.
CheckmarkValue prop
Out-of-sample edge: ~35.6% annualized return vs SPY ~19%, beta ~0.89, with active volatility hedging. Higher drawdowns than SPY, but potential for large upside and stronger diversification in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.980.260.010.1
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
58.32%12.42%-1.77%0.2%0.76
Volmageddon 2.0 Dynamically Hedged
3,288.9%145.39%-8.58%-12.04%2.12
Initial Investment
$10,000.00
Final Value
$338,889.60
Regulatory Fees
$1,349.47
Total Slippage
$8,469.17
Invest in this strategy
OOS Start Date
May 20, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Volatility timing, dynamic hedging, tactical allocation, leveraged/inverse etfs
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 ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
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 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.

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

Year-to-date, "Volmageddon 2.0 Dynamically Hedged" has returned 25.46%. 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.