Skip to Content
Symphonies
IFF Fund: The Power of Correlation - Anansi v10 | BT: 3/4/16 AR 110.8% MDD 9.9%
Today’s Change
—

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

About

A daily, rule‑based portfolio that rides strong uptrends (often via leveraged tech) and quickly de‑risks when stress appears, switching into bonds, VIX, commodities, or cash. It blends assets that move differently to chase returns while aiming to cap drawdowns.
NutHow it works
Each day it checks if markets (especially tech) are trending up or looking shaky. If strong, it buys fast movers (often 3× tech like TQQQ/TECL or UPRO). If momentum fades, volatility jumps, or the S&P falls below its 200‑day average, it flips to hedges: long/short Treasury ETFs (TMF/TMV), VIX funds (VIXY/VIXM/SVXY), gold/commodities (GLD/DBC/DBO), or cash (BIL). It sizes positions to favor calmer assets and limit big drops. “RSI” is a short‑term overbought/oversold gauge.
CheckmarkValue prop
Out-of-sample resilience with risk control: drawdown 13.22% vs SPY 18.76%, beta ~0.42, calmar ~0.53. Diversified hedges offer downside protection and steadier risk-adjusted returns—an attractive complement to SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.640.310.090.3
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
294.88%14.7%-1.77%0.2%0.86
IFF Fund: The Power of Correlation - Anansi v10 | BT: 3/4/16 AR 110.8% MDD 9.9%
81,510.12%95.36%6.45%15.22%3.77
Initial Investment
$10,000.00
Final Value
$8,161,012.19
Regulatory Fees
$36,895.31
Total Slippage
$238,942.72
Invest in this strategy
OOS Start Date
May 9, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum/trend, correlation hedging, leveraged etfs, volatility control
Tickers in this symphonyThis symphony trades 69 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COST
Costco Wholesale Corp
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toXME, FCG, DRV, TECS, TMF, DBC, SPY, ERX, DBO, BTAL, IWM, VIXM, BIL, SQQQandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 11.18%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 13.22%. 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 the symphony, 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.