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 rule-based playbook: label the market long-term up or down, then tilt between SPY, Treasuries, staples, and at times short QQQ. Ride strength, ease off when hot, defend in downtrends, and selectively buy tech dips when they’re washed out.
NutHow it works
1) Judge the market’s long-term climate using smoothed prices (200‑ vs 1000‑day averages). 2) Inside that, use 50/200‑day crosses (golden=up, death=down) and price vs the 200‑day to go on offense (SPY) or defense. RSI is a 0–100 heat gauge: low=cold, high=hot. Defense: SHY/IEI/IEF/TLT (US Treasuries short→long), XLP (staples), PSQ (short QQQ). Offense/dip‑buys: SPY; XLK/SOXX when QQQ is washed‑out.
CheckmarkValue prop
Out-of-sample edge: 23.61% annualized return vs 22.17% for SPY, with 12.11% max drawdown vs 18.76%, Calmar 1.95, and positive alpha. Higher upside, tighter downside protection, and lower beta than the S&P 500.

Loading backtest data...

Invest in this strategy
OOS Start Date
Apr 3, 2023
Trading Setting
Threshold 3%
Type
Stocks
Category
Trend-following, tactical asset allocation, regime switching, momentum/mean reversion, etfs, risk management
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 20.84%. 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.