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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 rule-driven “go fast or brake” portfolio: rides tech-heavy uptrends with 3x funds, buys sharp dips, and quickly shifts to hedges or bonds when markets overheat or crack. Uses trend, RSI, drawdown, and VIX signals to adapt day by day.
NutHow it works
It reads four dashboards: trend (price vs 200‑day average), "speed" (RSI: 0–100 gauge of how fast price moved), recent drops/rips, and market “fear” (VIX). When green, it rides 3x stocks (TQQQ/UPRO/SOXL), rotating to the strongest. If overheated or breaking, it flips to hedges (SQQQ/SPXU/UVXY) or bonds/cash (TLT/TMF/BSV/BIL). Several sleeves run in parallel to add ballast. It’s aggressive and can swing fast.
CheckmarkValue prop
Out-of-sample edge: ~44.24% annualized return vs ~21.72% for the S&P, with Calmar ~1.53 and Sharpe ~1.23. Dynamic hedges aim for bigger upside with controlled risk—note higher drawdowns (~29%) in stressed markets, but stronger risk‑adjusted gains.

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Invest in this strategy
OOS Start Date
Feb 1, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Multi-strategy,tactical allocation,trend following,momentum,volatility trading,leveraged etfs,hedging,bonds
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 Shares
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 toUPRO, IEF, BGX, SOXL, TMF, SVXY, SPXU, BTAL, TQQQandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 40.77%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 28.97%. 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.