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Symphonies
Feaver Bear Block V3 05/30/2007
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A bear‑market module for ~60% of the portfolio: usually sits in T‑bills, but when the S&P 500 turns bearish it rotates among Nasdaq 100 ETFs (long or inverse, sometimes 2x) using simple hot/cold gauges and trend checks to hedge drawdowns.
NutHow it works
This controls ~60% of the portfolio. If big indexes look too hot (>79) or too cold (<30) on a short-term 0–100 “heat” gauge (RSI), it parks in T‑bills (BIL). Otherwise: if the S&P 500 (SPY) is below its 200‑day average (a bear trend), it trades the Nasdaq 100 (QQQ) long or inverse (PSQ/QID), sometimes 2x (QLD/QID), guided by short-term trend and whether Treasuries (TLT/IEF) are strong. Two similar sleeves are blended by recent volatility. Rebalances daily.
CheckmarkValue prop
Out-of-sample Sharpe 1.23 vs SPY 0.95; OOS return 20.6% vs 17.3%; max drawdown 11.5% vs 18.8%. Negative SPY beta; Calmar ~1.79. A bear-hedge strategy that lowers risk while aiming for higher upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.32-0.20.03-0.17
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
529.9%10.46%1.36%5.73%0.6
Feaver Bear Block V3 05/30/2007
13,726.92%30.54%0.33%0.98%1.24
Initial Investment
$10,000.00
Final Value
$1,382,692.01
Regulatory Fees
$3,335.57
Total Slippage
$19,163.40
Invest in this strategy
OOS Start Date
Sep 28, 2024
Trading Setting
Daily
Type
Stocks
Category
Bear-market hedge, tactical etf rotation, nasdaq long/short, leveraged/inverse etfs, rsi and trend filters, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"Feaver Bear Block V3 05/30/2007" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Feaver Bear Block V3 05/30/2007" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Feaver Bear Block V3 05/30/2007" has returned 20.59%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Feaver Bear Block V3 05/30/2007" is 11.53%. 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 "Feaver Bear Block V3 05/30/2007", 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, crypto, and options.