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Holy Grail Revamped | Anansi
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rule-based momentum engine that scans many ETFs (including leveraged and inverse plays) and often goes all-in to a single instrument. It uses RSI and trend checks across volatility, broad-market, and tech/sector ETFs to decide where to invest (often a leveraged tech or hedged/volatility ETF), with occasional partial allocations. High risk, high potential reward.
NutHow it works
- It is a daily, rule-based system that looks at a large set of ETFs (including leveraged and inverse ones) to decide where to put all or most of your capital for the day. - The decision logic is a nested tree: if a strong signal appears in volatility-related ETFs (like UVXY or VIXY), the system may allocate to those or to related hedges; otherwise it searches through broad-market, sector, and leveraged bets (SPY, QQQ, TQQQ, TECL, SOXX, XLK, XLF, XLP, UPRO, PSQ, SQQQ, etc.). - RSI (Relative Strength Index) and moving-average checks are the primary signals. RSI looks at momentum (how strong a move has been recently) with short windows (roughly 10–20 days). Moving-average checks compare price to a trend line to gauge direction. - When a branch fires, the mechanism typically assigns 100% of available capital to the chosen asset; some branches use partial weights (e.g., 60/100). - The system uses cross-asset momentum (e.g., comparing RSI of a leveraged NASDAQ ETF to RSI of a bond ETF or inverse equity ETF) to decide whether to tilt toward risk-on momentum or toward safety. - Daily rebalancing means the position can snap between very different risk profiles from one day to the next, emphasizing responsiveness to regime shifts. The model’s design yields high upside potential in strong markets but also substantial risk in volatile periods due to leverage and rapid shifts in allocation.|- Assets used span widely-traded names and sector/leverage proxies. The frequent use of UVXY/VIXY (volatility hedges) and PSQ/SQQQ (inverse Nasdaq) signals a strategy built around rapid regime detection and aggressive stance changes. - Overall, this is a momentum-driven, all-in-one engine that seeks to ride the strongest trend in the moment, with a strong tilt toward tech and leveraged exposure when signals are favorable and hedges or cash when signals weaken.
CheckmarkValue prop
Anansi aims to outpace the S&P via daily momentum in tech and leveraged ETFs. Out-of-sample return ~71.8% with Sharpe ~1.09 and Calmar ~1.24, but expect sizable drawdowns (~58%). Best for experienced, risk-tolerant investors seeking growth.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.921.130.130.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
667.41%15.19%-2.02%-1.16%0.93
92,439,978.97%159.38%2.28%8.03%2.04
Initial Investment
$10,000.00
Final Value
$9,244,007,897.11
Regulatory Fees
$20,596,237.87
Total Slippage
$148,127,353.67
Invest in this strategy
OOS Start Date
May 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Momentum-based, multi-asset, leverage, risk-on/off, rule-based, 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

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 toPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Holy Grail Revamped | Anansi" has returned 71.09%. 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, and options.