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anasi front
Today’s Change

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

About

A rules-based safety switch: when major stock indexes/sectors look overheated over ~10 days, it buys volatility (VIXY) plus defensive assets (EDV, BTAL). Otherwise it stays in T‑bills (BIL). Useful in sudden pullbacks, but can suffer if rallies continue.
NutHow it works
Each day it asks: did the S&P 500 (SPY) or big market slices (QQQ tech-heavy, VTV value, VOX communications, XLP staples, XLF financials) get unusually “hot” in the last ~10 days? “Hot” = a rapid recent rise (high RSI). If yes: move into a crash‑hedge mix—55% VIXY (benefits if fear jumps), 25% EDV (long Treasuries), 20% BTAL (defensive long/short). If SPY is extremely hot: 100% VIXY. If not hot: sit in BIL (T‑bills).
CheckmarkValue prop
Rules-based risk-off hedge that activates when market heat appears. Out-of-sample tests show smaller drawdowns (≈3.3% vs SPY’s 5.1%), improving diversification and crisis protection. May underperform in strong rallies.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.2-0.110.02-0.16
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
660.9%15.23%2.19%5.01%0.92
1,092.74%18.9%-1.62%-0.98%1.45
Initial Investment
$10,000.00
Final Value
$119,273.77
Regulatory Fees
$331.91
Total Slippage
$2,156.46
Invest in this strategy
OOS Start Date
Aug 23, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical volatility hedge, contrarian, risk-off rotation, etf, rules-based, daily rebalance
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
EDV
Vanguard World Funds Extended Duration ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
VIXY
ProShares VIX Short-Term Futures ETF
Stocks
VOX
Vanguard Communication Services ETF
Stocks
VTV
Vanguard Value ETF
Stocks
XLF
State Street Financial Select Sector SPDR ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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.

"anasi front" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"anasi front" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "anasi front" has returned -5.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "anasi front" is 3.28%. 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 "anasi front", 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.