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Symphonies
Anansi Portfolio | Public | 2025-03-01 (post-Covid serenity weighting)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based “gas or brake” portfolio. It rides big‑tech uptrends, but when markets run hot or crack, it shifts to volatility hedges, market‑neutral, managed futures (KMLM), bonds/gold/cash, or even inverse tech. ~10% uses similar logic in emerging markets.
NutHow it works
Each day it asks: Is the stock market hot or cold? If short‑term heat is extreme, it adds crash‑protection (a VIX fund and a market‑neutral hedge). If there’s a sharp dip, it buys a lighter 2x Nasdaq fund for rebounds. If stocks lose momentum to a trend fund (KMLM), it rotates into KMLM, a long‑short fund, or the U.S. dollar. A small sleeve holds six steady stocks. Emerging markets use the same gates and only add leverage when trends are strong.
CheckmarkValue prop
Out-of-sample edge: Calmar 3.50, Sharpe 1.34, 25.6% annualized return with diversified hedges and trend-following. Aims for smoother, risk-adjusted growth and regime resilience vs the S&P 500.

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Invest in this strategy
OOS Start Date
May 12, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend-following, volatility hedging, managed futures overlay, sector rotation, leveraged etfs, emerging markets
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 toPGR, QQQ, COKE, NVO, MO, LLY, EDZ, EDCandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 25.60%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.31%. 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.