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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, this strategy trades upside for durability: 9.86% annualized vs SPY’s 18.78%, but only 12.58% max drawdown vs 18.76%, Calmar ~0.78, with hedges and macro diversification delivering steadier, risk‑controlled returns.

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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 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, TMF, DBA, VOO, QQQ, SVXY, UUP, DBC, SHY, SPXL, TQQQ, ICLN, SHV, EDZ, XLE, GLD, UVXY, TAN, TMV, VIXM, BIL, FANandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 9.86%. 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, crypto, and options.