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Symphonies
zzDUzz Simplified Volmageddon 2.x Dynamically Hedged Short BSC SVXY
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A short‑volatility core (SVXY) with tactical hedges. It flips into inverse equity or volatility ETFs when RSI flags overheated markets; otherwise it blends SVXY and SPXU based on a calm/stress signal from Treasuries vs inverse Nasdaq.
NutHow it works
RSI is a 0–100 “speedometer” of recent price moves; >75–80 = overheated. The strategy scans major indexes/sectors. If any look overheated, it buys a matching bearish/defensive ETF: SQQQ (vs big tech), SPXU (vs S&P 500), TECS (vs tech), FAZ (vs financials), SCO (vs oil) or UVXY (volatility). If no trigger: after sharp Nasdaq drops it may use BTAL (market‑neutral); otherwise it runs a core blend: short volatility (SVXY) hedged with SPXU, sized by a bonds‑vs‑inverse‑Nasdaq calm/stress gauge.
CheckmarkValue prop
RSI-driven volatility hedging with tactical rotations diversifies and protects portfolios during stress, delivering positive out-of-sample alpha and a ballast when the S&P 500 rallies, rather than chasing higher raw returns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.440.250.010.09
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
524.49%14.11%-0.15%0.4%0.87
zzDUzz Simplified Volmageddon 2.x Dynamically Hedged Short BSC SVXY
7,463.49%36.57%-0.4%12.12%0.97
Initial Investment
$10,000.00
Final Value
$756,348.65
Regulatory Fees
$3,529.08
Total Slippage
$22,715.18
Invest in this strategy
OOS Start Date
Nov 23, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Short volatility, tactical hedging, leveraged inverse etfs, rsi signals, sector rotation, volatility
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
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
SQQQ
ProShares UltraPro Short QQQ
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 toSVXYandSPXU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.52%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 25.37%. 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.