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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

A rule‑based, high‑risk swing strategy: sell euphoria by buying volatility funds, buy panic with 3× bull ETFs, and otherwise flip between long/short Nasdaq or Treasuries using a simple trend and momentum test.
NutHow it works
It uses a simple “heat meter” (RSI, 0–100). Above ~80 = overheated; below ~30 = washed‑out. - Overheated: buy fear funds UVXY/VIXY (they jump when volatility spikes). - Washed‑out: buy 3× bull funds (SOXL/TECL/UPRO) to catch rebounds. - Otherwise: if SPY (S&P 500) is above its long‑term trend, pick TQQQ (3× Nasdaq‑100) or PSQ (short QQQ) using a bonds‑vs‑short‑S&P momentum check. If below trend, pick the stronger of SQQQ (3× short Nasdaq) or TLT (Treasuries).
CheckmarkValue prop
Out-of-sample annualized return ~46% vs SPY ~18%, with Calmar ~0.79 and Sharpe ~0.84, offering strong upside via volatility hedges and 3x bulls. But expect drawdowns up to ~58%—high risk, high reward.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.140.690.040.2
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
682.7%15.66%1.36%5.73%0.95
Simons Holy Grail Revamped | Anansi V2 - Simplified
492,676,210%197.31%-1.27%10.78%2.17
Initial Investment
$10,000.00
Final Value
$49,267,630,999.67
Regulatory Fees
$103,105,541.75
Total Slippage
$741,654,858.67
Invest in this strategy
OOS Start Date
Jul 20, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, market-timing, mean-reversion, trend-following, leveraged etfs, volatility, momentum, risk-on/risk-off
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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

Year-to-date, the symphony has returned 46.08%. 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, crypto, and options.