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

About

A rules-based “storm radar”: when markets look overheated, buy crash insurance (UVXY). In sharp selloffs, dynamically switch between long/short volatility or cash. In calm periods, hold a hedged mix shorting stocks (SPXU) and volatility (SVIX).
NutHow it works
Think of this as a storm radar for stocks. It watches short‑term “hotness” (RSI: a 0–100 speedometer of recent moves; >80 = very hot) across big market/sector funds. When things look overheated, it buys crash insurance (UVXY/VIXY). If defensive/energy look hot, it parks in T‑Bills (BIL). If the market drops fast, it switches to a defense mode that flips between betting on calm (SVXY/SVIX) or more turbulence (UVXY/VIXY) based on how jumpy volatility is. In calm times, it holds a hedged mix: short S&P (SPXU) plus short‑vol (SVIX).
CheckmarkValue prop
A dynamic volatility-hedged strategy with low beta (~0.49) and solid risk-adjusted OOS metrics (Sharpe ~0.51, Calmar ~0.31). It diversifies, cushions drawdowns, and complements the S&P 500 with a more resilient profile.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.430.0400.02
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
51.88%11.01%-2.54%-4.14%0.68
Volmageddon 2.0 Hedged
352.34%45.84%-12.96%-22.75%1.31
Initial Investment
$10,000.00
Final Value
$45,233.60
Regulatory Fees
$239.35
Total Slippage
$1,505.20
Invest in this strategy
OOS Start Date
Apr 10, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical volatility, crash hedge, inverse etfs, momentum/rsi signals, sector heat checks, dynamic risk management
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
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
SVXY
ProShares Short VIX Short-Term 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 Hedged" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "Volmageddon 2.0 Hedged" has returned -0.45%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Volmageddon 2.0 Hedged" is 41.28%. 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 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.