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

About

A crash‑aware, tactical strategy that shorts overheated markets and trades “fear” (VIX). It shifts between shorting stocks (SPXU/SQQQ) and shorting volatility (SVIX), with safety switches to UVXY/BTAL/BIL when drops or turbulence appear.
NutHow it works
Goal: profit from sharp pullbacks and volatility spikes, while cutting blow‑up risk. It watches a “hotness” score (RSI, 0–100). When parts of the market look overheated (>~80), it flips short via inverse funds such as SQQQ (short Nasdaq), SPXU (short S&P), TECS (short tech), FAZ (short financials), or SCO (short oil), or buys volatility (UVXY). If fear is rising fast, it moves to stronger hedges; if calm, it leans to SVIX (wins when fear fades). A bond‑vs‑stock signal shifts the mix between SPXU and SVIX. If signals are unclear, it holds SPY or cash‑like BIL.
CheckmarkValue prop
Out-of-sample annualized return: 28.5% vs S&P 23.3%; Calmar ~0.97; alpha ~0.29. A crash‑aware, tactical strategy that shorts overheated stocks and uses volatility hedges to capture upside in turmoil.

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Invest in this strategy
OOS Start Date
Nov 23, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical hedged short, volatility trading, inverse/leveraged etfs, sector timing
Tickers in this symphonyThis symphony trades 26 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FAZ
Direxion Daily Financial Bear 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
SCO
ProShares UltraShort Bloomberg Crude Oil
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSVIXandSPXU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 34.33%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 29.32%. 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 the symphony, 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.