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Symphonies
Four Corners | Anansi Mod | 2011-10-04
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, rules-based portfolio that toggles among aggressive tech exposure, hedges/shorts, and safety (Treasuries/gold) using simple heat, volatility, and credit/leadership signals. It includes leveraged/inverse ETFs and can be very volatile.
NutHow it works
It’s a rules-based, “four corners” playbook. It watches how hot/cold and how choppy the Nasdaq (QQQ) has been, which side is leading (growth vs Utilities), and whether credit looks healthy (corporate bonds vs T‑bills). - If very volatile: split between QQQ or its short (PSQ) and safety (Treasuries TLT + Gold GLD). - If washed‑out: buy 3x Tech/Semis with ballast. - If overheated: hold volatility (UVXY) + Staples (XLP). - Otherwise: combine an aggressive/defensive half (driven by credit) with a contrarian defensive half (whichever is weaker of Utilities VPU vs Gold/Miners GLD+GDX).
CheckmarkValue prop
Out-of-sample edge: ~41% annualized return, Sharpe ~1.41 vs SPY ~1.12, max drawdown ~17.35% vs ~18.76%, Calmar ~2.39. A rules-based, regime-switching strategy blending growth with defense for higher risk-adjusted upside.

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Invest in this strategy
OOS Start Date
Apr 8, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, regime switching, momentum & mean reversion, leveraged/inverse etfs, hedged, bonds & gold, sector rotation, volatility hedge
Tickers in this symphonyThis symphony trades 18 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
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
GDX
VanEck Gold Miners ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
TECL
Direxion Daily Technology Bull 3x 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.

"Four Corners | Anansi Mod | 2011-10-04" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Four Corners | Anansi Mod | 2011-10-04" is currently allocated toGDX, BTAL, GLDandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Four Corners | Anansi Mod | 2011-10-04" has returned 43.27%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Four Corners | Anansi Mod | 2011-10-04" is 17.35%. 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 "Four Corners | Anansi Mod | 2011-10-04", 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.