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Symphonies
SPY/QQQ OB Anansi FR | DereckN Hedge
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based “overbought” hunter. In uptrends it fades hot markets with VIX and defensive hedges; otherwise holds SPY/QQQ. In downtrends it rotates into bonds, volatility, cash, gold/oil, and may short. Uses high‑risk leveraged/VIX ETFs.
NutHow it works
Daily: 1) If the S&P 500 (SPY) is above its 200‑day average, it looks for “overheated” readings using RSI (a short‑term heat gauge: high = stretched). When things look hot, it shifts from stocks into a hedge mix: VIX funds (jump when fear rises) plus defensive EUM/BTAL; if not, it holds SPY/QQQ. 2) If SPY is below its 200‑day, it moves to hedges/trends: long/short Treasuries (TLT via TMF/TMV), volatility (VIXY/UVXY/SVXY), cash‑like T‑bills (SHV/BIL/BSV), sometimes gold (IAU) or oil (USO), and can short (SH/PSQ).
CheckmarkValue prop
Out-of-sample, this strategy offers a solid risk-adjusted profile (Sharpe ≈ 0.56, Calmar ≈ 0.59) with hedges across bonds, cash, and volatility—targeting steadier gains and better downside protection vs SPY in turbulence.

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Invest in this strategy
OOS Start Date
Dec 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, overbought hedging, volatility etfs, leveraged etfs, trend following, sector rotation, shorting, treasuries, gold, oil, cash-like t-bills, daily rebalance, high risk
Tickers in this symphonyThis symphony trades 30 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
EUM
ProShares Trust Short MSCI Emerging Markets
Stocks
IAU
iShares Gold Trust
Stocks
IOO
iShares Global 100 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
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.

"SPY/QQQ OB Anansi FR | DereckN Hedge" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SPY/QQQ OB Anansi FR | DereckN Hedge" is currently allocated toQQQandSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SPY/QQQ OB Anansi FR | DereckN Hedge" has returned 10.19%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SPY/QQQ OB Anansi FR | DereckN Hedge" is 21.42%. 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 "SPY/QQQ OB Anansi FR | DereckN Hedge", 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.