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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 plan: when stocks get short‑term “too hot,” it hedges by buying volatility (VIXY) and defensive mixes (EUM/BTAL). If not hot, it holds SPY/QQQ. If the uptrend breaks, it rotates into bonds, volatility funds, or short ETFs until conditions improve.
NutHow it works
Daily, rules‑based. 1) Trend check: Is SPY above its 200‑day average? If yes and the market looks “hot” (RSI > ~78; RSI is a 0–100 speedometer of recent buying), it shifts into shock absorbers: VIXY (benefits from volatility spikes) plus a smooth mix of EUM (inverse EM) and BTAL (anti‑beta). If not hot, it holds SPY/QQQ. 2) If SPY is below its 200‑day, it rotates among Treasuries (TLT/TMF/TMV), volatility funds (VIXY/UVXY/SVXY), shorts (SH/PSQ), or cash‑like SHV; very oversold tech may trigger small, tactical longs (TECL/TQQQ).
CheckmarkValue prop
Out-of-sample: ~26.6% annualized return, Sharpe ~0.96 vs SPY ~0.79, Calmar ~1.24. A rules-based, regime-switching strategy using volatility hedges and tactical bonds to outperform on a risk-adjusted basis.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.420.610.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
600.72%14.86%1.36%5.73%0.91
SPY/QQQ OB Anansi FR | DereckN Hedge
104,722.92%64.04%0.98%2.34%2.52
Initial Investment
$10,000.00
Final Value
$10,482,292.49
Regulatory Fees
$26,127.11
Total Slippage
$177,041.71
Invest in this strategy
OOS Start Date
Dec 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Regime switching, volatility hedging, mean‑reversion, tactical bonds, inverse/leveraged etfs, daily rebalanced
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.

"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 26.63%. 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, crypto, and options.