Skip to Content
Symphonies
Anansi Portfolio | Public | 2025-03-01
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Active, daily‑rebalanced portfolio that rides tech‑led uptrends (QQQ/QLD/TQQQ) and quickly hedges when markets look overheated using VIX hedges, long/short, and diversifiers (KMLM, dollar, Treasuries, gold). Includes a tactical 25% emerging‑markets sleeve.
NutHow it works
About 75% goes to U.S. stocks, 25% to emerging markets. It checks trend (moving averages) and “heat” (RSI: how fast prices have risen/fallen). When tech leads and trend is up, it buys QQQ/TQQQ/QLD. When things look frothy, it adds hedges (VIXY, BTAL) or rotates to diversifiers (KMLM, UUP, TLT, gold) or mild shorts (PSQ). Daily checks; adjusts as needed.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.59 vs S&P 1.14; annualized return 61% vs 25%; alpha ~0.19; Calmar ~2.95. Tech-led, hedged, diversified strategy delivers higher growth with risk controls vs S&P, though larger drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.860.70.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
96.52%14.73%1.36%5.73%0.89
Anansi Portfolio | Public | 2025-03-01
10,135.21%156.35%2.02%18.51%4.15
Initial Investment
$10,000.00
Final Value
$1,023,521.08
Regulatory Fees
$2,347.16
Total Slippage
$14,581.73
Invest in this strategy
OOS Start Date
Mar 1, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum/rsi, trend-following, volatility hedging, managed futures, tech bias, 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.

"Anansi Portfolio | Public | 2025-03-01" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Anansi Portfolio | Public | 2025-03-01" is currently allocated toEUM, PGR, QQQ, COKE, NVO, UUP, MO, TQQQ, LLY, EDZ, EDC, QLD, BILandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Anansi Portfolio | Public | 2025-03-01" has returned 60.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Anansi Portfolio | Public | 2025-03-01" is 20.80%. 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 "Anansi Portfolio | Public | 2025-03-01", 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.