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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 risk‑on/risk‑off portfolio that rotates among tech, energy, bonds, commodities and cash. It uses simple “heat” (RSI), trend and volatility to add UVXY hedges when markets run hot, buy rebounds when weak, and short or de‑risk in downturns. Uses leverage.
NutHow it works
Each day it checks simple gauges: 1) trend vs the 200-day average, 2) the speed of recent gains/losses (RSI: a 0–100 heat score—high=stretched, low=washed out), and 3) volatility (VIX). If heat is high it buys crash insurance (UVXY) plus steadier ballast (SPLV/BTAL). If heat is low or prices fall, it buys rebounds (QQQ/TQQQ) or bonds (TLT/TMF). In calm uptrends it holds tech/energy/commodities; in downtrends it uses index shorts or T‑Bills.
CheckmarkValue prop
Out-of-sample, this strategy shows better risk control than the S&P 500: drawdown ~12.6% vs ~18.8%, beta ~0.5, Calmar ~0.59, Sharpe ~0.51. It diversifies, preserves capital, and cushions downside while still riding uptrends.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.470.190.030.18
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
483.64%14.41%-0.15%0.4%0.88
Anansi Portfolio | 2024-08-27 | Longer BT | testing half-front-runner
57,518.62%62.43%5.58%2.98%2.89
Initial Investment
$10,000.00
Final Value
$5,761,862.25
Regulatory Fees
$25,131.18
Total Slippage
$163,188.71
Invest in this strategy
OOS Start Date
Sep 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, volatility-hedged, trend + mean reversion, leveraged etfs, daily rebalanced, macro rotation, hedging
Tickers in this symphonyThis symphony trades 74 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
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
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
CPER
United States Copper Index Fund
Stocks
DBA
Invesco DB Agriculture 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, TYD, XME, FCG, KOLD, SOXL, TMF, XOP, DBA, VOO, UUP, DBC, SHY, DBO, TECL, BTAL, TQQQ, SHV, XLE, EDC, QLD, GLD, UVXY, BIL, XLPandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 11.22%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 12.58%. 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.