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Symphonies
Feaver's Insane Money Printer FTLT V4 08/15/2012
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A very active, rules-based strategy that chases rebounds with leveraged tech/S&P funds when markets look weak, switches to VIX-based “crash insurance” when markets look overheated, and falls back to Treasuries or cash in rough patches. Very high risk.
NutHow it works
Every day the system answers three questions: 1) Are stocks overheated? If yes, buy crash insurance (funds tied to the VIX) plus a defensive hedge. 2) Are they washed out? If yes, buy fast, leveraged tech/S&P funds for rebounds. 3) Are trends weak or risk spiking? If yes, park in Treasuries or T‑Bills. It also rotates at the margins into gold/silver/commodities or emerging markets when those look stronger.
CheckmarkValue prop
Compelling upside with crash hedges and bond ballast. Out-of-sample: ~72.5% annualized return vs ~20.7% for SPY, Sharpe ~1.38, Calmar ~2.85—strong risk-adjusted upside, though drawdowns can be higher (~25% vs ~19%).

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Invest in this strategy
OOS Start Date
Sep 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, volatility hedging, trend following, mean reversion, bonds, commodities, emerging markets
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
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
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 toUPRO, SOXL, TMF, QQQ, CURE, TECL, BTAL, TQQQ, SHV, EDC, BILandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 55.79%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 25.43%. 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.