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Symphonies
Full Frontrunner | Anansi
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rule‑based shifts among volatility hedges, leveraged longs, inverse ETFs, bonds, gold, and cash. Uses a hot/cold score (RSI), recent drops/spikes, and a 200‑day trend to front‑run selloffs, buy rebounds, and ride trends. Very high risk.
NutHow it works
Rebalanced daily. Simple signals switch between hedges and risk‑on bets. RSI (a 0–100 hot/cold score) flags “too hot” markets: it moves into volatility funds. After sharp drops it buys rebounds with leveraged tech/semis or holds short‑vol unless it crashes, then cash. Otherwise it follows the 200‑day trend: long in uptrends, inverse or long Treasuries in downtrends. Tickers: SPY/QQQ; VIXY/UVXY/VIXM, SVXY; SQQQ/SPXU; TQQQ/SOXL; TMF/EDV/AGG/IEF; GLD; BIL; VTV/VOX/XLP/XLF.
CheckmarkValue prop
Out-of-sample edge: ~42% annualized vs SPY’s ~18%, Calmar ~1.53, driven by volatility-timing and regime-switching that capture rebounds and trends. Higher upside, but also higher drawdown/volatility than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.60.260.020.14
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
653.58%15.08%0.54%-0.34%0.92
Full Frontrunner | Anansi
476,192.3%80.23%-3.07%0.84%1.98
Initial Investment
$10,000.00
Final Value
$47,629,230.14
Regulatory Fees
$140,179.22
Total Slippage
$989,453.25
Invest in this strategy
OOS Start Date
Jun 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, regime-switching, volatility timing, trend following, mean reversion, leveraged & inverse etfs, daily rebalancing, risk-on/risk-off
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
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
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
SH
ProShares Short S&P500
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
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.

"Full Frontrunner | Anansi" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Full Frontrunner | Anansi" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Full Frontrunner | Anansi" has returned 41.41%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Full Frontrunner | Anansi" is 27.70%. 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 "Full Frontrunner | Anansi", 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.