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Symphonies
Simons Holy Grail Revamped | Anansi V5 - Simplified
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical “buy the dip, fade the rip” strategy. After big run-ups it moves into fear/volatility funds; after sharp selloffs it buys 2x–3x stock funds. If nothing’s extreme, it follows the S&P 500’s trend and toggles between Nasdaq long/short or Treasuries.
NutHow it works
It’s a one-position, rules-based swing system. It first asks: are stocks/sectors “too hot” on a short-term 0–100 heat score (RSI)? If yes, it buys a volatility/fear fund that tends to rise when stocks fall. If they’re “too cold,” it buys 2x–3x bull funds in tech/semis/S&P/biotech. If nothing’s extreme, it checks the S&P 500’s 200-day trend and holds a 3x Nasdaq bull, an inverse Nasdaq fund, or long Treasuries. Uses high-risk ETFs.
CheckmarkValue prop
Compared with the S&P, this strategy targets much higher upside: ~43% annualized out-of-sample returns vs ~17%. Calmar ~0.80 signals solid risk-adjusted return, but expect higher volatility and drawdowns (up to ~54%) from leverage and timing.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.450.50.020.15
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
280.01%13.23%-1.77%0.2%0.78
Simons Holy Grail Revamped | Anansi V5 - Simplified
175,340,303.08%281.29%1.73%13.81%2.47
Initial Investment
$10,000.00
Final Value
$17,534,040,307.71
Regulatory Fees
$39,906,961.71
Total Slippage
$287,046,973.27
Invest in this strategy
OOS Start Date
Jul 21, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, mean-reversion, momentum, trend-following, risk-on/off, volatility, leveraged etfs, sector rotation, market timing
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
ROM
ProShares Ultra Technology
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

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

Year-to-date, the symphony has returned 44.15%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 54.05%. 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.