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Symphonies
Dereck's Secular Market Framework
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based playbook: detect long-term uptrend vs downtrend, then use shorter-term trend and a simple “heat” gauge (RSI) to toggle between SPY, tech/semis on dips, Treasuries for defense, and at times a small short via PSQ. Backtest 2008–23: 19.1% CAGR, 16.5% max drawdown.
NutHow it works
1) First, it asks: is SPY’s 200‑day average above its 1000‑day average? If yes → long‑term uptrend; if no → long‑term downtrend. 2) Then it uses faster trend lines (50 vs 200 days), price vs the 200‑day, and RSI (a 0–100 “heat meter”: <30 oversold, >60 hot) to: - Ride stocks (SPY) - Buy tech/semis on dips (XLK/SOXX) - Shift to Treasuries (SHY/IEI/IEF/TLT) - In bears, sometimes use PSQ to bet against QQQ.
CheckmarkValue prop
Out-of-sample, this strategy targets ~24% annual return, ~12% max drawdown, Sharpe ~1.36 and Calmar ~2.0, with beta ~0.93—delivering stronger risk-adjusted upside and tighter downside than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.430.320.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
582.75%10.71%1.36%5.73%0.61
Dereck's Secular Market Framework
3,142.79%20.24%1.36%6.42%1.28
Initial Investment
$10,000.00
Final Value
$324,278.53
Regulatory Fees
$765.64
Total Slippage
$5,111.82
Invest in this strategy
OOS Start Date
Apr 3, 2023
Trading Setting
Threshold 3%
Type
Stocks
Category
Trend-following, regime switching, tactical allocation, moving averages, rsi, equities, treasuries, defensive rotation, short hedging
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'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 24.09%. 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, crypto, and options.