Holy Grail Revamped | Anansi
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A high-risk daily market-timing strategy that rotates among volatility funds, leveraged bullish stock funds, bearish Nasdaq funds, and T-bills based on whether markets look overheated, oversold, rising, or falling.
This strategy checks the market every day and quickly switches between three modes:
1) If stocks look too hot too fast, it buys fear/volatility funds like VIXY or UVXY.
2) If major stock indexes look badly oversold, it buys aggressive 3x bullish funds to catch a rebound.
3) Otherwise, it follows the bigger trend: bullish tech when conditions are good, or cash-like bonds and bearish Nasdaq funds when conditions are weak.
Out-of-sample results show potential for far higher upside than the S&P (≈75% annualized vs ≈18%). Sharpe ≈1.14—solid risk-adjusted performance. Daily regime-switching uses volatility hedges and leverage, but carries higher drawdown risk (≈58%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.9 | 1.16 | 0.13 | 0.36 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 793.64% | 15.7% | -0.05% | 3.57% | 0.96 | |
| 132,814,819.91% | 155.73% | 0.56% | 15.89% | 2 |
Initial Investment
$10,000.00
Final Value
$13,281,491,990.97Regulatory Fees
$23,745,134.43
Total Slippage
$228,752,876.51
Invest in this strategy
OOS Start Date
May 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, market timing, leveraged etfs, inverse etfs, volatility trading, mean reversion, trend following, risk-off rotation
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