Feaver FR v5 (added VOX OB)/ Rising Rates WM 74
Today’s Change (Apr 4, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, tactical “risk-on/risk-off” strategy. In uptrends it buys dips or, when markets look too hot, flips into a volatility hedge (UVXY). Otherwise it holds a momentum mix of leveraged stocks and bonds. In downtrends it mostly shorts tech. Very aggressive.
First, it asks: is the S&P 500 (SPY) in an uptrend (above its 200‑day average)?
- If yes:
• If many stock indexes look “very hot” (RSI very high), it flips into UVXY (a fear/volatility play), sometimes 75% UVXY + 25% BTAL.
• If things look “washed out” (RSI very low), it buys the dip (TQQQ or UPRO).
• Otherwise it holds a moving mix of leveraged stock sectors and long bonds, sized by how calm each has been.
- If no: it mainly uses short‑Nasdaq ETFs (SQQQ/PSQ), with bond signals guiding brief long bounces. Rebalanced daily. Very aggressive.
Out-of-sample upside: ~39.7% annualized return vs SPY ~18.2%; Calmar ~1.0; Sharpe ~0.90. Drawdowns ~40% vs SPY ~19%. Best for growth-seeking, risk-tolerant investors who can handle volatility.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.6 | 0.23 | 0.01 | 0.08 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 155.63% | 14.78% | -4.19% | -3.74% | 0.79 | |
| 2,303,139.47% | 337.14% | 20.57% | 25.56% | 2.79 |
Initial Investment
$10,000.00
Final Value
$230,323,947.31Regulatory Fees
$604,678.93
Total Slippage
$4,314,814.13
Invest in this strategy
OOS Start Date
Oct 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend & momentum, leveraged etfs, volatility hedge, risk-on/off, daily rebalance
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks