anasi front
Today’s Change (Mar 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, it watches for short‑term “overheated” readings across SPY and major sectors. When hot, it shifts into a volatility‑defensive basket (mainly VIXY, plus EDV and BTAL). If not, it parks in T‑bills (BIL).
Each day it checks if the market or key sectors look overheated over the last 10 days using RSI (a 0–100 “heat” gauge of how fast prices just rose; higher = hotter).
If SPY is very hot: go 100% VIXY (tends to jump when market volatility spikes).
If QQQ/VTV/VOX/XLP/XLF are hot: hold ~55% VIXY, 25% EDV (long Treasuries), 20% BTAL (long lower‑risk, short higher‑risk stocks).
If nothing is hot: park in BIL (T‑bills).
Volatility-hedge sleeve: it shifts into VIX-based assets when markets heat up to reduce downside. In out-of-sample tests it shows smaller drawdowns than SPY and adds diversification, helping risk resilience even with modest returns.
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 | |
|---|---|---|---|---|---|
| 653.72% | 15.01% | -0.15% | 0.4% | 0.91 | |
| 1,139.5% | 19.04% | 2.71% | 2.36% | 1.45 |
Initial Investment
$10,000.00
Final Value
$123,949.61Regulatory Fees
$347.71
Total Slippage
$2,254.30
Invest in this strategy
OOS Start Date
Aug 23, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical, volatility hedge, rsi-based signals, market timing, defensive, etf, systematic, 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