Skip to Content
Symphonies
Feaver Hedge Block V4 03/23/2012
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based “hedged momentum” strategy: lean into tech and long bonds when trends are good, but swiftly rotate to T‑Bills, short funds, or volatility hedges when markets overheat or break. Includes selective EM/commodities sidecars. High risk.
NutHow it works
- In calm uptrends, it rides strong areas (mostly tech and long-term US Treasuries), often with leveraged ETFs to amplify gains. - If stocks get “too hot” or start breaking trend, it quickly shifts to protection: cash-like T‑Bills, short market funds, or volatility hedges (UVXY/VIX). - If bonds look strong, it owns long bonds (TMF/TLT); if bonds look weak, it flips to short-bond funds (TMV) or cash. - International/emerging markets are added only when their trend is healthy. Signals are checked daily.
CheckmarkValue prop
Out-of-sample this strategy targets higher growth: ~34.6% annualized vs S&P ~20.7%, with Calmar ~1.44. It rides tech/bonds uptrends while hedging declines. Drawdowns may be larger, but the potential for alpha is meaningful.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.680.540.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
521.92%14.03%0.54%-0.34%0.87
Feaver Hedge Block V4 03/23/2012
2,346,147.68%106.08%-0.44%-1.4%3.01
Initial Investment
$10,000.00
Final Value
$234,624,767.92
Regulatory Fees
$589,610.72
Total Slippage
$4,181,017.02
Invest in this strategy
OOS Start Date
Sep 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, volatility hedging, momentum/mean reversion, trend following, multi-asset rotation, daily rebalance
Tickers in this symphonyThis symphony trades 52 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AGQ
ProShares Ultra Silver
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COKE
Coca-Cola Consolidated, Inc. Common Stock
Stocks
COST
Costco Wholesale Corp
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
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 Hedge Block V4 03/23/2012" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Feaver Hedge Block V4 03/23/2012" is currently allocated toTMF, QQQ, SPXL, BTAL, TQQQ, SHV, EDZ, EDC, BIL, XLPandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Feaver Hedge Block V4 03/23/2012" has returned 31.00%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Feaver Hedge Block V4 03/23/2012" is 24.02%. 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 Hedge Block V4 03/23/2012", 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.