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

About

A rules‑based, “all‑weather” mix: ~40% tactical stocks (SPY/QQQ; sometimes 2x or inverse) plus ~60% trend‑following in commodities, gold, and Treasuries. It buys strength, cuts risk in weak markets, and parks in T‑bills when trends are down. DBC may issue a K‑1.
NutHow it works
- About 40% tactically rides stock trends (SPY/QQQ). It adds 2x funds in strong uptrends, shifts to Treasuries when markets look overheated, and may use inverse ETFs in downtrends. Rules use moving averages and short‑term “hot/cold” readings. - About 60% follows long‑term trends in commodities (DBC), gold (GLD), and 7–10y Treasuries (IEF). If their trend is up, hold them; if not, sit in T‑bills (SHV).
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.76 vs SPY 1.41; Calmar ~1.81; max drawdown ~12.3% vs 18.8%; beta ~0.61; annualized return ~22.22% (vs SPY ~22.99%). Diversified trend-following with strong risk control.

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Invest in this strategy
OOS Start Date
May 22, 2023
Trading Setting
Threshold 7%
Type
Stocks
Category
Tactical asset allocation, trend following, risk-on/off, leveraged & inverse etfs, tech tilt, commodities/gold/bonds, macro momentum
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 22.22%. 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, crypto, and options.