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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

Aggressive, rules‑based strategy. Rides uptrends with 3x tech/Nasdaq, flips to cash, Treasuries, inverse and volatility hedges in downtrends or overheated markets. Uses a 200‑day trend, RSI and bond‑vs‑stock checks to switch quickly.
NutHow it works
First it checks if the S&P 500 is in an uptrend (price above its 200‑day average). If yes, it plays offense with leveraged growth funds like TQQQ (3x Nasdaq) and TECL (3x Tech). If not, it goes defensive: cash/T‑bills (BIL), Treasuries (TMF/TLT) or inverse funds (PSQ/SQQQ). It uses RSI (a speedometer of recent moves) to buy dips and to hedge when markets look hot (UVXY/VIXY). Bond‑vs‑stock tests fine‑tune the switch.
CheckmarkValue prop
Out-of-sample: ~27.2% annualized vs ~19% for the S&P, with Calmar ~1.02. Growth in tech/Nasdaq during uptrends plus built-in hedges in downturns, aiming for higher long-term returns with disciplined risk control.
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
641.94%14.92%-1.77%0.2%0.91
5/31/24 Anansi Portfolio V15 | Ultra LBT 2011-11-22
5,343,005.42%112.87%-1.98%-0.77%2.98
Initial Investment
$10,000.00
Final Value
$534,310,541.59
Regulatory Fees
$1,389,843.40
Total Slippage
$9,954,138.76
Invest in this strategy
OOS Start Date
May 15, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, trend following, leveraged etfs, volatility hedging, bonds, commodities, risk-on/risk-off
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 ETF
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
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, DRV, TECS, TMF, BTAL, TLT, TMV, VIXM, BIL, SQQQ, TBFandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.56%. 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.