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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 daily, rules‑based bear‑market overlay: it usually sits in T‑bills. If the S&P 500 is in a downtrend, it mainly shorts tech via Nasdaq funds (PSQ/QID) and may take quick bounce longs (QQQ/QLD), with extra safety checks.
NutHow it works
Daily: 1) If a short‑term “heat” gauge (RSI: 0–100; >79 very hot, <30 very cold) says extremes, sit in cash‑like T‑bills (BIL). 2) Otherwise, check the S&P 500 vs its 200‑day trend: above = stay in BIL; below = run the bear playbook. 3) In bear mode, two mini‑models mostly short the Nasdaq (PSQ=−1x QQQ, QID=−2x) and sometimes take quick bounce longs (QQQ, QLD=+2x) using short‑term trend and Treasury‑bond strength (TLT, IEF). The steadier model gets more weight. Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: 18.69% annual return vs 17.05% S&P, lower drawdown (11.5% vs 18.8%), Sharpe 1.19, Calmar 1.62, and negative beta. A bear-overlay strategy that protects on downturns while capturing upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.31-0.20.03-0.17
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
532.45%10.35%-0.15%0.4%0.6
Feaver Bear Block V3 05/30/2007
13,847.21%30.16%0.27%0.87%1.23
Initial Investment
$10,000.00
Final Value
$1,394,720.81
Regulatory Fees
$3,337.64
Total Slippage
$19,163.41
Invest in this strategy
OOS Start Date
Sep 28, 2024
Trading Setting
Daily
Type
Stocks
Category
Bear-market overlay, tactical etf rotation, inverse etfs, momentum/trend, risk management
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
VTV
Vanguard Value 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.

"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 17.57%. 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, and options.