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Symphonies
50/50 S&P 500/Commodities by DereckNielsen
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Splits money between US stocks and a broad commodity fund, then shifts inside each sleeve using simple trend (moving averages) and “heat” (RSI) signals to lean into stocks, bonds, or hedges. Note: rules set commodities to ~40% despite the “50/50” title.
NutHow it works
Two sleeves: stocks (SPY) and commodities (DBC). Signals used: moving averages = average price over X days (trend); RSI = speed of recent gains/losses (high = hot, low = cold). Stocks: if SPY is trending up, stay in SPY unless it’s very hot (hedge with VIXY) or strong (mix in TLT). If trending down, sometimes play rebounds (TECL) or pair bonds (BND) with SPY or a 1x inverse (SH). Commodities: own DBC only when 50>100>252‑day trends; else T‑bills (SHV).
CheckmarkValue prop
Diversified, rules-based blend of stocks and commodities with lower beta (~0.80) and a ~18.6% max drawdown. Out-of-sample annualized return ~14.3% with Calmar ~0.77, providing diversification and downside protection vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.530.390.62
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
581.86%13.5%-2.85%-2.42%0.83
50/50 S&P 500/Commodities by DereckNielsen
2,139.93%22.76%8.71%13.39%1.47
Initial Investment
$10,000.00
Final Value
$223,993.05
Regulatory Fees
$337.21
Total Slippage
$2,158.64
Invest in this strategy
OOS Start Date
Apr 3, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, commodities, s&p 500, bonds, volatility hedge, leveraged etfs, inverse etfs
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SDS
ProShares UltraShort S&P500
Stocks
SH
ProShares Short S&P500
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
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 toDBCandSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 15.87%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 18.62%. 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.