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Symphonies
Dereck Nielsen All Weather Portfolio
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based all-weather mix: 40% tactical tech/S&P that can use 2x bull or inverse hedges; 60% commodities, gold, and Treasuries with trend filters. Ramps risk up in uptrends and cuts to cash/bonds in downturns. May receive a K-1 (from DBC).
NutHow it works
Two sleeves. Offense (~40%): trades Nasdaq/S&P via QQQ/SPY and their 2x bull/bear ETFs (QLD, SSO, QID, PSQ, SDS, SH). Defense (~60%): trend-follow gold (GLD), broad commodities (DBC), and Treasuries (TLT/IEF/IEI/SHV). A long-term trendline (200-day) is the green/red light; a short-term hot/cold meter (RSI) times entries. In uptrends it adds leverage; in selloffs it hedges or moves to cash/bonds. Sometimes tilts to semis (SMH/USD). Note: DBC issues a K-1.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.91 vs 1.41, annualized return ~24.28% vs 22.54%, max drawdown ~12.28% vs 18.76%, beta ~0.62. A two-sleeve, trend-following strategy that grows in up markets and protects in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.130.390.40.64
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
585.13%14.59%-0.15%0.4%0.9
Dereck Nielsen All Weather Portfolio
1,272.11%20.37%2.88%7.53%1.85
Initial Investment
$10,000.00
Final Value
$137,210.67
Regulatory Fees
$196.82
Total Slippage
$1,167.16
Invest in this strategy
OOS Start Date
May 22, 2023
Trading Setting
Threshold 7%
Type
Stocks
Category
All-weather,multi-asset,tactical allocation,trend following,momentum,crash protection,hedging,leveraged etfs
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold 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
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SDS
ProShares UltraShort S&P500
Stocks
SH
ProShares Short S&P500
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.

"Dereck Nielsen All Weather Portfolio" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Dereck Nielsen All Weather Portfolio" is currently allocated toIEF, QQQ, DBC, SSOandGLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Dereck Nielsen All Weather Portfolio" has returned 23.32%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Dereck Nielsen All Weather Portfolio" is 12.28%. 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 "Dereck Nielsen All Weather Portfolio", 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.