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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 tactical, defensive plan: short overheated areas, dynamically mix short S&P 500 with short‑volatility, flip long volatility during spikes, and retreat to anti‑beta or T‑Bills in sharp selloffs; hold SPY or cash when no clear edge.
NutHow it works
RSI is a heat gauge (0–100). If a market/sector looks “too hot” (~80), it shorts it: SQQQ (inverse Nasdaq‑100), SPXU (inverse S&P 500), TECS (inverse tech), FAZ (inverse financials), or SCO (inverse oil). If not, it runs a core hedge: dials between short S&P (SPXU) and short volatility (SVIX), tilting by bond/tech strength. When volatility surges, it can briefly buy volatility (UVXY/VIXY) and, on fast drops, hide in BTAL or T‑Bills (BIL). Else: SPY or cash.
CheckmarkValue prop
Out-of-sample edge: ~28.5% annualized return vs SPY ~23.3%, with low beta (~0.22) for diversification. Calmar ~0.97 signals solid risk-adjusted gain; note higher drawdowns (~29%). Hedge/vol timing aims to protect during crashes while chasing upside.

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Invest in this strategy
OOS Start Date
Nov 23, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Volatility timing, short volatility, tactical inverse etfs, sector mean reversion, crash defense, dynamic hedging
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 ETF
Stocks
FAZ
Direxion Daily Financial Bear 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
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 toSPXU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 32.43%. 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.