Skip to Content
Symphonies
Dereck's Secular Market Framework
Today’s Change
—

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

About

A regime-based plan: ride long uptrends with SPY, add bonds when overheated; buy tech on rare washouts; in downtrends lean on Treasuries/defensives and sometimes short QQQ. Backtest 2008–2023: 19.1%/yr, 16.5% max drop (not guaranteed).
NutHow it works
Tools: moving averages (50/200/1000-day price averages to spot trends) and RSI (0–100 gauge of how stretched a move is: <30 washed-out, >60 hot). Tickers: SPY=S&P 500, QQQ=Nasdaq-100, XLK=tech, SOXX=semis, XLP=consumer staples, SHY/IEI/IEF/TLT=1–3/3–7/7–10/20+yr US Treas, PSQ=inverse QQQ. Logic: If 200d>1000d it's an uptrend: hold SPY; if SPY is hot add TLT; if SPY weakens hold SHY unless tech is washed-out (then XLK/SOXX). Else (downtrend): hold SPY with 3–10yr Treas; if falls worsen rotate to XLP, TLT, or PSQ.
CheckmarkValue prop
Out-of-sample edge: about 23.6% annualized return vs SPY 22.2%, max drawdown 12.1% vs 18.8%, Calmar ~1.95. Strong risk-adjusted upside with trend/bond hedges—better downside resilience than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.440.320.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
581.72%10.56%0.54%-0.34%0.61
Dereck's Secular Market Framework
3,137.72%19.95%0.54%-0.35%1.27
Initial Investment
$10,000.00
Final Value
$323,771.86
Regulatory Fees
$765.96
Total Slippage
$5,111.78
Invest in this strategy
OOS Start Date
Apr 3, 2023
Trading Setting
Threshold 3%
Type
Stocks
Category
Regime switching, trend following, tactical allocation, rsi/momentum, us equities, treasuries, defensive rotation, inverse etf
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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.

"Dereck's Secular Market Framework" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Dereck's Secular Market Framework" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Dereck's Secular Market Framework" has returned 21.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Dereck's Secular Market Framework" is 12.11%. 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's Secular Market Framework", 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.