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Symphonies
Simple Portfolio Redux | Anansi
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, risk-managed mix: in calm markets it holds tech/low-vol stocks; when things run too hot it adds VIX hedges and cash-like T-bills; when fear spikes it may buy the dip. Includes a small sleeve that trades volatility with strict safety stops.
NutHow it works
Each day it checks short-term “heat” and “panic” gauges on the market and key sectors. If sectors look too hot, it adds a VIX hedge (VIXY/VIXM) plus T-bills (BIL). If fear spikes and stocks are washed out, it may buy SPY; otherwise it holds low-vol stocks (USMV) and a sleeve that rotates among Tech (XLK), short-vol (SVXY), or cash. A 15% sleeve also trades volatility with safety stops and defensive assets (BTAL, gold IAU, dollar UUP).
CheckmarkValue prop
Out-of-sample, a risk-managed core with hedges and a defensive sleeve. It shows lower drawdown (4.23% vs 5.07%), beta 0.44, and Calmar 1.47—delivering diversification and steadier, risk-adjusted gains relative to SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.280.430.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
623.63%14.84%-0.15%0.4%0.91
Simple Portfolio Redux | Anansi
11,482.41%39.41%-0.83%-3.54%2.45
Initial Investment
$10,000.00
Final Value
$1,158,241.34
Regulatory Fees
$4,898.19
Total Slippage
$31,730.24
Invest in this strategy
OOS Start Date
Jun 27, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility hedging, sector rotation, risk-managed, daily rebalance, multi-asset, defensive
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
IAU
iShares Gold Trust
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TBF
ProShares Short 20+ Year Treasury ETF
Stocks
USMV
iShares MSCI USA Min Vol Factor ETF
Stocks
UUP
Invesco DB US Dollar Index Bullish 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.

"Simple Portfolio Redux | Anansi" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Simple Portfolio Redux | Anansi" is currently allocated toSVXY, UUP, BTAL, USMV, VIXM, BILandIAU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simple Portfolio Redux | Anansi" has returned 3.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simple Portfolio Redux | Anansi" is 5.44%. 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 "Simple Portfolio Redux | Anansi", 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.