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

About

Daily, it rides big‑cap tech in uptrends, adds volatility/market‑neutral hedges when things look too hot, and if momentum fades it shifts to managed‑futures, the U.S. dollar, or even shorts tech. Core holds 6 steady stocks; a small EM sleeve flips bull/bear.
NutHow it works
Rough mix: ~50% a daily switcher, ~40% six steady U.S. stocks (Costco, Altria, Eli Lilly, Novo Nordisk, Progressive, Coca‑Cola Consolidated), ~10% EM. Each day it checks: is the market “hot” or “washed out” (RSI = short‑term speedometer)? Hot → add crash airbags (VIXY=volatility, BTAL=market‑neutral). Washed out → buy tech turbo (TQQQ/QLD). Otherwise compare stocks to KMLM (managed‑futures trend fund): if stocks lead, hold QQQ/TQQQ; if KMLM leads, rotate to calmer picks (KMLM/UUP=US$ or FTLS) or short tech (PSQ).
CheckmarkValue prop
Out-of-sample: ~14% annualized return, Calmar ~1.94, max drawdown ~7.3%. Strong risk-adjusted performance with built-in hedges (volatility, market-neutral, managed futures) for resilience and diversification vs. a pure S&P ride.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.730.780.330.57
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
93.18%13.53%-1.77%0.2%0.83
Anansi Portfolio | Public | 2025-03-01 (post-Covid serenity weighting)
6,808.62%126.14%1.33%-0.08%3.65
Initial Investment
$10,000.00
Final Value
$690,862.09
Regulatory Fees
$2,028.23
Total Slippage
$12,649.66
Invest in this strategy
OOS Start Date
May 12, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum, volatility hedging, sector rotation, managed futures, leveraged/inverse etfs, em
Tickers in this symphonyThis symphony trades 64 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COKE
Coca-Cola Consolidated, Inc. Common Stock
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
COST
Costco Wholesale Corp
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
DLN
WisdomTree U.S. LargeCap Dividend Fund
Stocks
DOG
ProShares Short Dow30
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
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 toPGR, COKE, NVO, UUP, MO, LLY, EDZ, EDC, COSTandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.83%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.65%. 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.