Holy Grail Revamped | Anansi
Today’s Change (Sep 21, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily tactical sleeve (60%) that flips to volatility funds when markets look overheated, buys 3× bull ETFs when oversold, and otherwise uses simple trend and bond‑vs‑bear signals to choose between 3× Nasdaq, inverse Nasdaq, or T‑Bills.
Daily, it asks: Are stocks/sectors “too hot” on a short‑term hot/cold score (RSI, 0–100)? If yes → buy fear funds UVXY/VIXY. “Too cold”? → buy 3× bulls SOXL/TECL/UPRO (semis/tech/S&P). Else use a 200‑day trend and a bond‑vs‑bear test to pick TQQQ (3× Nasdaq), PSQ/SQQQ (inverse Nasdaq), or BIL (T‑Bills). This sleeve is 60%.
Out-of-sample Sharpe ~1.17 and Calmar ~1.38 signal superior risk-adjusted performance versus the S&P, with an OOS annualized return ~79.5%. Note: OOS max drawdown ~57.8%—higher downside in stress periods; risk controls advised.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.9 | 1.17 | 0.13 | 0.36 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 780.46% | 15.69% | -0.5% | 2.26% | 0.96 | |
| 135,996,337.34% | 157.61% | -7.24% | -2.58% | 2.02 |
Initial Investment
$10,000.00
Final Value
$13,599,643,733.54Regulatory Fees
$22,916,769.08
Total Slippage
$220,791,226.80
Invest in this strategy
OOS Start Date
May 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, trend + mean reversion, leveraged etfs, inverse/volatility hedges, tech-heavy, daily rebalance
Tickers in this symphonyThis symphony trades 20 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
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
SOXX
iShares Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks