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Symphonies
V1.1 Anansi Portfolio: 50/50 Split | 2012-10-25
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based “switchboard” that rotates between leveraged tech, hedges, and Treasuries. Buys dips, fades overheated rips, and uses volatility products as seatbelts. Aims for high return with active risk brakes; very aggressive and complex.
NutHow it works
It watches trend (200‑day average), how “hot/cold” prices are, and recent swings. In uptrends it owns aggressive tech funds (TQQQ=3x Nasdaq‑100, UPRO=3x S&P 500, SOXL=3x semis). When markets get overheated it adds crash insurance (UVXY) or shorts (SQQQ). In choppy/downtrends it cuts risk and holds Treasuries (TLT/TMF/BSV/BIL) or volatility funds (SVXY). It shifts automatically as conditions change.
CheckmarkValue prop
Out-of-sample edge: ~44.5% annualized return vs SPY ~21.7%; Calmar 1.54 signals strong risk-adjusted gains. Leveraged tech tilt with adaptive hedges aims for big upside with active risk controls—potentially superior risk-adjusted performance vs the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.870.530.070.26
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
569.6%14.99%1.36%13.5%0.92
V1.1 Anansi Portfolio: 50/50 Split | 2012-10-25
18,705,982.86%143.97%2.69%27.05%2.78
Initial Investment
$10,000.00
Final Value
$1,870,608,286.28
Regulatory Fees
$3,774,029.21
Total Slippage
$36,282,392.73
Invest in this strategy
OOS Start Date
Feb 1, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, leveraged growth, trend following, momentum, volatility hedging, treasuries ballast, risk-on/risk-off
Tickers in this symphonyThis symphony trades 40 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BGX
Blackstone Long-Short Credit Income Fund
Stocks
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
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
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 toIEF, BGX, BSV, SOXL, TMF, QQQ, SVXY, SPXU, BTAL, TQQQ, TMV, VIXMandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 44.48%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 28.96%. 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.