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

About

A 50/50 blend of commodities and stocks that follows big trends and buys short‑term dips. It can hedge when markets run hot and shift into bonds or inverse funds for defense. Uses leveraged ETFs, so gains and losses can swing quickly.
NutHow it works
Splits money 50/50: commodities and stocks. Commodities: Follow DBC’s trend. Above its 1‑yr average, hold broad commodity ETFs; if they look too hot (RSI = quick “heat” gauge), briefly use inverse commodity funds. Below trend, pair DBC with short‑term Treasuries. Stocks: If SPY is above its 200‑day average, hedge when overheated (UVXY) or buy the most beaten‑down big index/tech fund for a rebound; if fear is high, switch between long/short 20‑yr Treasuries. If SPY is below trend, hunt for oversold bounces or sit in short QQQ/bonds.
CheckmarkValue prop
Diversified 50/50 blend of commodities and stocks with trend-following and dip strategies. Out-of-sample: ~15% annualized return vs SPY ~21%; Sharpe ~0.60 vs 1.26; higher drawdowns. Provides diversification and tactical hedges to complement SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.280.710.20.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
277.39%12.4%-7.68%-7.76%0.75
50/50 S&P 500/Commodities by DereckNielsen | "Fund Surfing" Mod
4,610.79%40.37%0.44%1.06%1.37
Initial Investment
$10,000.00
Final Value
$471,078.51
Regulatory Fees
$2,366.31
Total Slippage
$13,010.00
Invest in this strategy
OOS Start Date
Sep 21, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, trend following, mean reversion, commodities, s&p 500, tech, volatility hedge, leveraged etfs, bonds
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
COMT
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DZZ
DB Gold Double Short ETN due February 15, 2038
Stocks
FTGC
First Trust Global Tactical Commodity Strategy Fund
Stocks
KOLD
ProShares UltraShort Bloomberg Natural Gas
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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 toFTGC, DBC, COMT, QLDandPDBC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 14.32%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 39.36%. 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.