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Symphonies
Anansi Portfolio | 2024-08-27 | Longer BT | testing half-front-runner
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based portfolio that rides stock uptrends, hedges when markets look overheated, buys dips or shifts to Treasuries in selloffs, and adds small macro sleeves (commodities, energy, gold, dollar). Uses leveraged and inverse ETFs, so risk can be high.
NutHow it works
Each day it reads simple signals: trend (is price above its long‑term average?), heat (RSI = a 0–100 score of how fast prices rose/fell; >80 = overheated, <30 = washed‑out), and recent drops. In uptrends it leans into growth (QQQ/TQQQ). If overheated or volatility jumps, it hedge‑blends UVXY with steadier funds (SPLV/BTAL). In selloffs it buys dips or moves to Treasuries/cash; in downtrends it uses inverse ETFs. Small sleeves follow commodities, energy, gold, and the U.S. dollar.
CheckmarkValue prop
Out-of-sample edge: ~11% annual return with only ~12.6% max drawdown vs S&P ~18.8%, Calmar ~0.87. A disciplined, multi-asset, rules-based strategy that aims for growth with smoother, less risky exposure than the S&P.

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Invest in this strategy
OOS Start Date
Sep 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-strategy,tactical allocation,trend-following,mean-reversion,volatility hedge,leveraged/inverse etfs,equities,bonds,commodities
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 toUPRO, TYD, XME, PGR, SOXL, TMF, DBA, QQQ, COKE, NVO, SVXY, UUP, DBC, SHY, TECL, MO, TQQQ, LLY, SHV, EDZ, XLE, QLD, GLD, TMV, VIXM, BIL, COST, XLPandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 10.88%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 12.57%. 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.