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Feaver Frontrunner V3 simplified bil only>KMLM | 2.1 XLK RSI KMLM 20d SMA Switcher WM 74
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, cash-anchored tactical strategy that toggles between bullish and bearish ETF exposures using SPY trend, momentum signals, and a KMLM-based switch, with BIL as cash anchor and daily rebalancing.
NutHow it works
- Every day, check the market’s overall trend: is SPY trading above its 200-day moving average? If yes, the strategy goes into Bull mode; if no, it goes into Bear mode. - Bull mode uses momentum checks (RSI) on SPY. If SPY’s RSI over a short window is very high (above 79), the plan tilts toward high-beta, leveraged equity ETFs (for example SPXL, TQQQ, TECL, SOXL) to chase upside. - A secondary signal uses KMLM’s price relative to its 20-day moving average to decide whether to push hard into the bull tilt or to pull back. If KMLM is above its 20-day SMA, the system favors the bull tilt with a full allocation to the chosen bullish assets; if not, it reduces exposure or switches to other signals. - In Bear mode, the strategy leans on bearish/hedging positions (for example PSQ, SQQQ, QQQ-related shorts) and risk overlays described in the “Feaver Bear” logic, to protect capital when the market is weak. - A 60% cash-like allocation (BIL) serves as a liquidity/restraint layer, ensuring a portion of capital stays in a very short-term instrument while the rest is allocated to the active signals. - The allocation is daily rebalanced, so positions and weights are adjusted every trading day based on the current signals. - The overall aim is to capture upside in favorable conditions with leverage, while maintaining a safety net through BIL and bear hedges when the market outlook deteriorates. - Important caveats: leverage magnifies gains and losses; this approach requires tolerance for drawdowns and active risk management; it relies on signals that can whipsaw in choppy markets.
CheckmarkValue prop
Out-of-sample upside: ~46% annualized vs SPY ~21%, with a cash anchor (BIL), hedges, and daily rebalancing into leveraged uptrends. Higher upside with larger drawdowns; best for risk-tolerant investors.

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Invest in this strategy
OOS Start Date
Sep 6, 2024
Trading Setting
Daily
Type
Stocks
Category
Equities, tactical allocation, momentum/trend-following, leveraged etfs, risk management, multi-asset
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toTECS, SOXSandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 92.77%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 40.90%. 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 the symphony, 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.