Skip to Content
Symphonies
5/31/24 Anansi Portfolio V15 | Ultra LBT 2011-11-22
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑driven, tactical portfolio: ride tech uptrends with leverage, hedge or go inverse/cash when signals turn, and use bonds/volatility sleeves to cushion drawdowns and diversify.
NutHow it works
Rules flip between offense/defense. First: is SPY above its 200‑day? If yes, it rides growth with leveraged index funds (TQQQ/TECL/UPRO) and semis (SOXL). If markets look too hot, it adds fear hedges (UVXY/VIXY). If washed‑out, it buys the dip. RSI is a 0–100 speedometer (high=hot, low=cool). It also times stocks vs bonds (AGG/IEF vs QQQ/PSQ), rotates to energy/gold when they lead, and keeps a bond ballast (TMF/TMV/TLT or cash BIL).
CheckmarkValue prop
High upside with disciplined risk: OOS return ~32% vs S&P ~19%, Calmar ~1.21. Leveraged trend bets, hedges, and stock–bond timing aim for faster growth, albeit with higher drawdowns (~26.7% vs ~18.8%).

Loading backtest data...

Invest in this strategy
OOS Start Date
May 15, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, leveraged etfs, trend following, mean reversion, volatility hedging, stock–bond timing, regime filter
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toTECS, SVXY, BTAL, TQQQ, SRTY, XLU, TLT, TMV, BIL, SQQQ, TBFandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 32.42%. 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, crypto, and options.