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Symphonies
Feaver FR V4 + Battleship WM 74
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based strategy that switches between risk-on and risk-off. Uses a long-term trend filter and a short-term “hot/cold” gauge. In uptrends it buys dips or oversold ETFs; in downtrends it leans short or holds T‑Bills, with a fast crash‑hedge when markets run too hot.
NutHow it works
Step 1: Check if the U.S. stock market (S&P 500) is in an uptrend using a 200‑day average. If yes: Bull playbook. If no: Bear playbook. Bull: if prices look “too hot” (a short‑term hot/cold score is very high), shift to a crash‑hedge (a volatility spike fund plus a market‑neutral fund). If “too cold,” buy a small dose of leveraged stock indexes. Otherwise buy a small basket of recently oversold ETFs. Bear: favor inverse tech funds or T‑Bills, with bond‑strength checks.
CheckmarkValue prop
Out-of-sample, this rules-based strategy beats the S&P with ~46% annualized return vs ~19%, and a higher Sharpe (~1.07 vs ~1.04). It uses regime switching and crash-hedges to capture upside while managing risk across markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.350.1200.04
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
184.36%16.09%1.36%5.73%0.85
Feaver FR V4 + Battleship WM 74
561,794.03%243.05%3.32%6.75%2.49
Initial Investment
$10,000.00
Final Value
$56,189,403.37
Regulatory Fees
$169,092.58
Total Slippage
$1,179,651.78
Invest in this strategy
OOS Start Date
Sep 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Regime switching, mean-reversion & momentum, volatility hedge, leveraged & inverse etfs, multi-asset, 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 FR V4 + Battleship WM 74" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Feaver FR V4 + Battleship WM 74" is currently allocated toKOLD, QQQ, DRN, DBC, ESPO, SH, JDST, WEAT, DUST, LABD, TZAandUTSL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Feaver FR V4 + Battleship WM 74" has returned 46.38%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Feaver FR V4 + Battleship WM 74" is 22.66%. 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 FR V4 + Battleship WM 74", 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.