Full Frontrunner | Anansi
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A very active, high-risk strategy that rotates daily between fear trades, rebound trades, trend trades, and cash based on whether the market looks overheated, oversold, or changing direction.
This strategy checks the market every day for signs that stocks are either too hot, too cold, or changing trend. If markets look overheated, it moves into volatility, gold, and defensive positions. If tech has dropped hard, it may buy aggressive rebound funds. Otherwise, it uses the S&P 500’s long-term trend to choose between bullish, bearish, bond, or cash-like holdings.
Out-of-sample, this strategy delivers ~36.6% annualized return vs ~16.1% for the S&P, with solid risk-adjusted performance (Calmar ~1.32). Daily rotations chase big upside while hedging risk—though drawdowns can be larger in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.58 | 0.27 | 0.02 | 0.14 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 754.86% | 15.33% | -1.04% | -0.34% | 0.94 | |
| 555,338.21% | 77.36% | -5.47% | -4.88% | 1.93 |
Initial Investment
$10,000.00
Final Value
$55,543,820.67Regulatory Fees
$137,442.64
Total Slippage
$1,292,124.61
Invest in this strategy
OOS Start Date
Jun 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, volatility trading, mean reversion, trend following, defensive hedging, leveraged etfs, inverse etfs
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 ETF
Stocks