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Symphonies
Feaver Hedge Block V4 03/23/2012
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based “risk dial” that shifts between leveraged tech, long/short bonds, volatility hedges, inverse ETFs, and T‑Bills. Signals use simple hot/cold readings (RSI), trend lines, bond‑vs‑stock strength, and volatility to decide offense vs defense.
NutHow it works
Each day the system reads simple signals: trend (price vs 200‑day), a hot/cold meter (RSI: 0–100; >~80 too hot, <~30 very cold), bond vs stock strength, and volatility level. It then rotates among: tech (TQQQ/TECL), bonds (TMF/TLT), shorts (PSQ/SH), volatility (UVXY/SVXY), EM (EDC/EDZ), commodities (UGL/AGQ/DBC), or cash (BIL/SHV). When too hot: hedge (UVXY). When very cold: buy the dip (e.g., TQQQ/TMF). If trend breaks: short or go to cash.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk-adjusted growth: oos Sharpe ~1.27 vs SPY ~1.15, annualized return ~40% vs ~21%, Calmar ~1.67. Drawdowns are larger (~24% vs ~19%), but hedges and diversification cushion volatility.

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Invest in this strategy
OOS Start Date
Sep 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend-following, mean reversion, leveraged etfs, volatility hedging, relative strength, hedged equity
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 toQQQ, SVXY, SPXL, TQQQ, SHV, EDZ, TMV, VIXMandBIL. 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 40.05%. 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, crypto, and options.