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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

A daily rules-based plan that front-runs extremes: hedge with VIX/bonds when markets run hot, buy washed-out tech after hard drops, and otherwise follow the 200‑day trend—rotating among leveraged stocks, inverse funds, bonds, or cash.
NutHow it works
Daily, it checks if markets are too hot or too cold using RSI (a short‑term “heat” gauge: high=overbought, low=oversold) and a 200‑day trend line. If overheated, it shifts into fear hedges: VIX funds (VIXY/UVXY), long bonds (TMF/EDV), and BTAL. After sharp drops, it either hedges or buys the dip with leveraged tech (TQQQ/SOXL). Otherwise it follows the 200‑day trend or parks in cash (BIL).
CheckmarkValue prop
Out-of-sample annualized return ~42% vs S&P ~18%, with Calmar ~1.53 signaling strong risk-adjusted gains. A daily, regime-aware rotation plus hedging (volatility, leveraged tech, bonds) targets bigger upside while navigating drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.590.260.020.14
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
641.94%14.92%-1.77%0.2%0.91
Full Frontrunner | Anansi
476,713.3%80.01%0.27%0.84%1.98
Initial Investment
$10,000.00
Final Value
$47,681,329.50
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
Tactical allocation, volatility hedging, mean reversion, trend following, regime switching, leveraged/inverse etfs, daily rebalance
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

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 40.60%. 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.