Feaver FR v5 (added VOX OB)/ Rising Rates WM 74
Today’s Change (Mar 18, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, rule-based tactical strategy that switches between a Bull tilt (leveraged tech growth bets) and Bear hedges (volatility/short ETFs with anti-beta hedges) based on SPY trend and momentum cues, with a built-in risk-checks and heavy rebalancing.
- Assess market condition using SPY signals (trend vs. 200-day average) and momentum signals (RSI and relative strength) to decide Bull vs Bear.
- If bullish: select the two best-performing leveraged equity ETFs from a predefined universe (e.g., TQQQ, TECL, SOXL, UPRO) based on short-term momentum, and allocate to them.
- If bearish: build a hedged sleeve, often centered on UVXY with a BTAL mix (75/25) plus additional hedges like PSQ, SQQQ, and bond/defensive proxies to reduce risk.
- Rebalance daily, with risk checks (e.g., drawdown and RSI thresholds) guiding exposure to avoid excessive risk.
- The system favors a balance of upside capture (through leverage in Bull) and downside protection (through volatility and anti-beta hedges) depending on market regime.
Leverage outsized upside with a daily, rule-based strategy that rotates between leveraged growth bets in bull markets and volatility/anti-beta hedges in bear markets. OOS return ~39.7% vs SPY ~18.2%, with risk controls but higher drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.59 | 0.23 | 0.01 | 0.08 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 160.75% | 15.23% | -1.77% | 0.2% | 0.81 | |
| 1,931,562.15% | 330.36% | 1.73% | 9.99% | 2.76 |
Initial Investment
$10,000.00
Final Value
$193,166,214.51Regulatory Fees
$575,543.42
Total Slippage
$4,105,552.11
Invest in this strategy
OOS Start Date
Oct 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Equities, tactical allocation, leveraged etfs, trend following
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