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

About

A rules‑based bear‑market sleeve: usually sits in T‑bills; when the S&P 500 turns bearish it mostly shorts the tech‑heavy Nasdaq (PSQ/SQQQ) and occasionally rides rebounds (QQQ/TQQQ), steered by short‑term “hot/cold” scores, trend, and bond signals.
NutHow it works
First it checks for extremes: if key stock indexes look very hot (>79) or very cold (<30) on a short-term “hot/cold” score (RSI), it parks in T‑bills (BIL). If the S&P 500 is above its 200‑day trend, it also stays in BIL. If below, it mainly shorts the Nasdaq (PSQ/SQQQ) and sometimes flips long (QQQ/TQQQ) during rebounds. Short‑term trend (20‑day), 60‑day losses, and bond cues (TLT/IEF) guide those choices. Risk is sized by recent volatility.
CheckmarkValue prop
Out-of-sample edge: ~28.6% annualized return vs SPY ~17.1%; Sharpe ~1.26 vs 0.97; Calmar ~2.06; max drawdown ~13.9% vs ~18.8%; negative beta (~-0.30) hedges market risk. Higher risk-adjusted upside with downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.38-0.310.04-0.2
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
707.9%13.93%6.16%5.09%0.84
Feaver Bear Block V3
11,854.03%34.8%-2.12%-1.58%1.22
Initial Investment
$10,000.00
Final Value
$1,195,403.32
Regulatory Fees
$1,986.22
Total Slippage
$11,783.11
Invest in this strategy
OOS Start Date
Sep 28, 2024
Trading Setting
Daily
Type
Stocks
Category
Bear-market hedge, tactical allocation, trend/momentum, inverse etfs, leveraged etfs, rules-based, daily rebalance
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
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
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" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "Feaver Bear Block V3" has returned 22.70%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Feaver Bear Block V3" is 14.07%. 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", 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.