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

About

A daily, tactical switch that buys volatility when stocks look overheated, buys 3x bull ETFs when they look washed out, and otherwise uses trend and bond signals to choose between 3x tech, mild/strong inverse, or cash. Heavy tech/semis tilt.
NutHow it works
Each day it asks: Is the market “too hot”? If yes, it buys VIX-linked funds (a short-term bet on a pullback). If the market looks “washed out,” it buys 3x bull ETFs to play a rebound. Otherwise it checks the long-term trend and bond strength to pick: 3x tech, mild inverse, strong inverse, or cash.
CheckmarkValue prop
Out-of-sample: ~72% annualized return, Sharpe ~1.10, Calmar ~1.25, and positive alpha vs SPY—volatility-driven upside with disciplined risk controls, delivering stronger risk-adjusted performance than the S&P (drawdowns may be larger).

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Invest in this strategy
OOS Start Date
May 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, mean-reversion, momentum/trend, leveraged etfs, volatility hedging, daily rebalance, risk-on/risk-off
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 Shares
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
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.

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

"Holy Grail Revamped | Anansi" is currently allocated toVIXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Holy Grail Revamped | Anansi" has returned 72.12%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Holy Grail Revamped | Anansi" is 57.76%. 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 "Holy Grail Revamped | 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, crypto, and options.