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Symphonies
Feaver's FTLT V7 08/15/2012
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, daily-rotating strategy that buys 3x stock ETFs in calm uptrends, shifts to volatility hedges when markets look “too hot,” and moves to Treasuries or cash-like T‑bills when risk rises. Uses trend, overbought/oversold, and bond-vs-stock signals.
NutHow it works
It’s a daily “gear shifter.” It watches four dashboards: market heat (RSI), trend (price vs averages), volatility (VIX), and bonds vs stocks. In calm uptrends it holds 3x equity funds (e.g., TQQQ=Nasdaq, UPRO=S&P). If markets get “too hot,” it pivots to crash hedges (UVXY) and a defensive ETF (BTAL). If trends weaken or volatility spikes, it moves to Treasuries (TMF/TLT) or T‑bills (BIL/SHV), and sometimes inverse funds (PSQ/SH). Side sleeves trade EM (EDC/EDZ) and occasional gold/silver. High risk; rebalanced daily.
CheckmarkValue prop
Out-of-sample: ~60.8% annualized return with ~1.20 Sharpe and Calmar ~2.14 vs SPY’s ~17% return and ~0.98 Sharpe. A dynamic mix of leveraged equities, hedges, and Treasuries targets higher risk-adjusted growth, with ~28% drawdown tolerance.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.280.560.040.19
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
512.03%14.58%-1.77%0.2%0.89
Feaver's FTLT V7 08/15/2012
1,671,518,387.59%248.77%-1.8%7.09%2.79
Initial Investment
$10,000.00
Final Value
$167,151,848,758.61
Regulatory Fees
$499,370,963.95
Total Slippage
$3,460,134,775.70
Invest in this strategy
OOS Start Date
Sep 24, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, volatility hedging, trend following, mean reversion, bonds vs stocks, emerging markets, daily rebalance, high risk
Tickers in this symphonyThis symphony trades 57 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
DOG
ProShares Short Dow30
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's FTLT V7 08/15/2012" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Feaver's FTLT V7 08/15/2012" is currently allocated toTMF, BTAL, TQQQ, SHV, EDC, SH, BNDandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Feaver's FTLT V7 08/15/2012" has returned 59.24%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Feaver's FTLT V7 08/15/2012" is 28.37%. 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's FTLT V7 08/15/2012", 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.