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Symphonies
5/31/24 Anansi Portfolio V15 | Ultra LBT 2011-11-22
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Tactical, tech‑tilted strategy: push hard with leveraged tech when the uptrend is healthy and prices look “cold”; quickly shift to inverse/volatility ETFs, Treasuries, or cash when markets overheat or break trend. Includes a bond momentum sleeve for ballast.
NutHow it works
It’s a rules‑driven, tech‑tilted portfolio. RSI is a quick 0–100 “hot/cold” gauge: >~70 = hot, <~30 = cold. The 200‑day average is a long‑term trend line. • If trend is up and no sharp drop, it rides leveraged tech and buys dips (when “cold”). • If things overheat or fall fast, it flips to hedges: inverse/volatility ETFs, Treasuries, or cash. • A separate bond sleeve trades long/short Treasuries by momentum. • Small commodity tilt picks recent 5‑day winner (energy or gold).
CheckmarkValue prop
Out-of-sample edge: ~27.2% annualized return vs ~19% for the S&P, driven by a tech tilt with bond ballast to ride trends and hedge risk. Calmar ~1.02; max drawdown ~26.7% vs ~18.8% for SPY—higher upside, higher risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.730.390.060.25
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
653.58%15.08%0.54%-0.34%0.92
5/31/24 Anansi Portfolio V15 | Ultra LBT 2011-11-22
5,441,232.77%113.5%-2.88%-2.14%2.99
Initial Investment
$10,000.00
Final Value
$544,133,277.16
Regulatory Fees
$1,365,079.17
Total Slippage
$9,776,356.22
Invest in this strategy
OOS Start Date
May 15, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, trend-following, mean reversion, leveraged etfs, volatility hedging, bond momentum, sector rotation
Tickers in this symphonyThis symphony trades 44 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
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
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 toXLV, TMF, TECL, BTAL, TQQQ, VWO, URTY, TLT, VIXMandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.33%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.70%. 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.