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Symphonies
Simons Holy Grail Revamped | Anansi V2 - Simplified
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

One‑position, rules‑based swing strategy: hedge with VIX when markets look overheated, buy 3x bulls on deep dips, otherwise use a 200‑day trend and a bonds‑vs‑stress check to choose between long/short tech or Treasuries.
NutHow it works
All‑in to one ETF using RSI (0–100 “hot/cold” gauge) and a 200‑day trend. 1) If market/sectors are very hot (10‑day RSI > ~80): buy VIX ETFs (UVXY/VIXY). 2) If very cold (RSI < 30): buy 3x bulls (SOXL, TECL, or UPRO). 3) Otherwise: if SPY is above trend, choose TQQQ unless a bonds‑vs‑short stress check flips to PSQ; if below, pick the stronger of SQQQ or TLT. VIX=“fear”; PSQ/SQQQ=short QQQ; TLT=long Treasuries.
CheckmarkValue prop
Out-of-sample, this strategy targets explosive upside with ~36.9% annualized return vs SPY’s ~17.5%, via a rules-based, single-position system of 3x bulls, VIX hedges, and trend filters. Expect higher drawdowns (~58%), but strong upside in favorable regimes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.140.680.040.2
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
654.26%14.99%-4.19%-3.74%0.92
Simons Holy Grail Revamped | Anansi V2 - Simplified
619,593,229.26%194.83%22.89%33.16%2.16
Initial Investment
$10,000.00
Final Value
$61,959,332,925.94
Regulatory Fees
$125,787,248.18
Total Slippage
$904,813,018.71
Invest in this strategy
OOS Start Date
Jul 20, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, momentum & mean‑reversion, trend filter, leveraged/inverse etfs, volatility hedge, tech‑heavy
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate 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
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
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 toTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 55.64%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 58.01%. 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.