anasi front
Today’s Change (Mar 18, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, tactical crash-hedge: if a 10-day “heat” score (RSI) on SPY is extreme, go 100% VIXY. If select market/sector gauges are very hot, hold 55% VIXY/25% EDV/20% BTAL. If nothing is hot, sit in BIL (T-bills).
Each day it checks a 10-day “heat” score (RSI: how strong recent ups are vs downs, from 0-100). If SPY (S&P 500) >80, buy VIXY (volatility). Else if QQQ (big tech), VTV (value), VOX (communications), XLP (staples), or XLF (financials) are very hot, hold 55% VIXY, 25% EDV (long Treasuries), 20% BTAL (market-neutral). If none are hot, hold BIL (T-bills).
Why these? They are broad market/sector gauges; overheating often comes before pullbacks/vol spikes.
Capital-protecting volatility hedge: when risk spikes, it shifts into hedges to cap downside and diversify, delivering smaller drawdowns (3.28% vs 5.07% SPY), a prudent crash-hedge sleeve alongside the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.2 | -0.12 | 0.03 | -0.16 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 637.94% | 14.81% | -1.77% | 0.2% | 0.9 | |
| 1,140.99% | 19% | 0.27% | 2.35% | 1.45 |
Initial Investment
$10,000.00
Final Value
$124,098.77Regulatory Fees
$347.71
Total Slippage
$2,254.30
Invest in this strategy
OOS Start Date
Aug 23, 2025
Trading Setting
Daily
Type
Stocks
Category
Volatility-timing, rsi, crash-hedge, tactical allocation, risk-off, 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
State Street 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