Skip to Content
Symphonies
Dereck Nielsen All Weather Portfolio
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, trend-following portfolio: lean into QQQ/SPY (sometimes 2x) when trends rise, switch to Treasuries/cash or inverse funds when trends break, and own gold, commodities, and Treasuries only when they trend up. Note: DBC may issue a K‑1.
NutHow it works
It runs two sleeves. Growth (~40%): trades QQQ/SPY and their 2x versions (QLD/SSO). A long-term trend filter decides risk-on/off. In uptrends it owns them; if prices get too hot, it parks in TLT or mixes SPY/TLT. In downtrends it hedges or steps aside using PSQ/QID/SH/SDS or IEF/IEI/SHV. Defense (~60%): owns DBC (commodities), GLD (gold), and IEF only when their trends are up; else SHV. Signals use price vs average and stretched/not (RSI). DBC issues a K‑1.
CheckmarkValue prop
Out-of-sample this strategy delivers higher risk-adjusted gains with less drawdown than the S&P: OOS return 24.28% vs 22.54%, drawdown 12.28% vs 18.76%, Sharpe 1.91 vs 1.41, Calmar 1.98, beta ~0.62, positive alpha. Diversified trend-following edge.

Loading backtest data...

Invest in this strategy
OOS Start Date
May 22, 2023
Trading Setting
Threshold 7%
Type
Stocks
Category
Trend-following, tactical asset allocation, momentum, risk-on/off, leveraged & inverse etfs, commodities, gold, treasuries, tech-tilted
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 22.96%. 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.