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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

Rules‑based mix: ~55% tactical US ETFs (hedges + diversifiers), 45% steady single stocks, 10% tactical EM. Buys tech on dips, hedges when markets run hot, and leans on managed futures/defensives in choppy markets.
NutHow it works
Daily rules switch among: 1) Hedges when markets run hot (high RSI = fast recent gains): VIXY (volatility) + BTAL (market‑neutral). 2) Tech on dips when washed‑out (low RSI): QQQ/TQQQ/QLD (Nasdaq; TQQQ/QLD are leveraged). 3) Diversifiers otherwise: KMLM (managed‑futures), gold (IAU), Treasuries (TLT), long/short (FTLS), or short QQQ (PSQ). Also a steady 45% stock sleeve (COST, LLY, NVO, PGR, MO, COKE) sized by calmness, plus a 10% tactical EM sleeve (EDC/EDZ). 200‑day averages guide bull/bear.
CheckmarkValue prop
Out-of-sample Calmar ~1.94, 7.31% max drawdown, and 14.20% annualized return. A diversified, rules-based mix of hedges, managed futures, gold, Treasuries, and a stock sleeve offers steadier, risk-adjusted gains and diversification vs. the S&P in volatile markets.

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Invest in this strategy
OOS Start Date
May 12, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum/rsi, trend filters, hedged overlays, managed futures, volatility, us & em equities, single stocks
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 Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
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 17.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.66%. 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.