Feaver Frontrunner Test
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily market-timing strategy: it bets on fear when stocks look overheated, buys leveraged stock funds after sharp pullbacks, and otherwise parks in T-bills. Implemented as written, only 60% is active and 40% stays in cash.
This strategy checks whether the market looks unusually overheated or unusually beaten down over the last 10 trading days.
If markets look too hot, it shifts into a defensive mix: 75% UVXY (a fund that can jump when market fear spikes) and 25% BTAL (a fund built to hold up better in weak markets).
If markets do not look overheated but tech or the S&P 500 look sharply sold off, it buys a leveraged stock fund for a rebound (TQQQ or UPRO). Otherwise, it sits in very short-term Treasury bills through BIL. It rechecks daily.
Out-of-sample edge: ~23.64% annualized vs ~15.88% for the S&P, with Calmar ~1.04. A disciplined market-timing strategy that leverages dips, hedges volatility, and holds cash—aiming higher upside with controlled drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.57 | 0.28 | 0.02 | 0.13 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 786.38% | 15.6% | -1.04% | -0.34% | 0.95 | |
| 385,906.86% | 73.07% | 5.69% | 6.34% | 1.63 |
Initial Investment
$10,000.00
Final Value
$38,600,686.21Regulatory Fees
$63,846.15
Total Slippage
$594,237.63
Invest in this strategy
OOS Start Date
Dec 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, market timing, volatility hedge, leveraged etfs, 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
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 Morningstar Value ETF
Stocks
XLF
State Street Financial Select Sector SPDR ETF
Stocks