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Symphonies
Feaver Frontrunner Test
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, contrarian swing strategy: when markets look overheated, it buys volatility (UVXY ± BTAL) expecting a pullback; when they look washed out, it buys leveraged stocks (TQQQ/UPRO); otherwise it stays in short‑term T‑bills (BIL).
NutHow it works
Daily, it checks a 10‑day RSI (a short‑term “speedometer” of price moves: high=hot, low=cold) on big markets/sectors: SPY (S&P 500), IOO (global 100), TQQQ (tech), VTV (value), XLF (financials), VOX (communications), XLY (consumer). If very hot, it bets on a pullback with UVXY (volatility) ± BTAL (defensive). If very cold, it buys TQQQ/UPRO (3x stock funds). Otherwise it parks in BIL (T‑bills).
CheckmarkValue prop
RSI-driven contrarian strategy that shifts between volatility bets on heat, leveraged equities on dips, and cash. Out-of-sample: ~16% annual return, ~23% max drawdown, Calmar ~0.71, Sharpe ~0.55. Diversifies risk and complements the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.580.280.020.12
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
681.5%15.36%0.54%-0.34%0.94
Feaver Frontrunner Test
324,922.9%75.44%6.43%7.02%1.65
Initial Investment
$10,000.00
Final Value
$32,502,290.07
Regulatory Fees
$57,618.61
Total Slippage
$402,558.97
Invest in this strategy
OOS Start Date
Dec 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,long volatility,mean reversion,rsi,leveraged etfs,daily rebalance,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
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
IOO
iShares Global 100 ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VOX
Vanguard Communication Services ETF
Stocks
VTV
Vanguard Value ETF
Stocks
XLF
State Street Financial Select Sector SPDR 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 Frontrunner Test" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "Feaver Frontrunner Test" has returned 20.70%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Feaver Frontrunner Test" is 22.67%. 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 Frontrunner Test", 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.