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Symphonies
Stock Market + Energy + Commodities by Dereck Nielsen
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical mix of US stocks, energy (oil/gas), clean energy, and commodities. It rides uptrends using trend/RSI signals and shifts to cash‑like T‑bills, Treasuries, dollar, gold, or inverse/leveraged ETFs when momentum fades. Expect higher volatility.
NutHow it works
It runs several rule‑based sleeves at once: 1) US stocks (mainly the Nasdaq) when in uptrends; 2) Energy—oil and natural gas—plus a small clean‑energy sleeve; 3) Broad commodities. It checks trend (price vs recent averages) and heat (RSI, a 0–100 “speed” score). In strong uptrends it owns the leaders (sometimes with 2x/3x funds). When trends weaken it rotates to Treasuries, cash‑like T‑bills, the U.S. dollar, gold, or inverse funds.
CheckmarkValue prop
Out-of-sample, this dynamic multi-asset trend strategy delivers strong risk-adjusted results (Calmar ~2.81) with near-market beta (~0.97). Diversified exposure to stocks, energy and commodities hedges drawdowns while aiming for upside beyond the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.050.950.640.8
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
26.07%27.67%-1.77%0.2%1.43
Stock Market + Energy + Commodities by Dereck Nielsen
30.01%31.88%5.71%10.38%1.38
Initial Investment
$10,000.00
Final Value
$13,000.68
Regulatory Fees
$2.60
Total Slippage
$16.77
Invest in this strategy
OOS Start Date
Jun 30, 2023
Trading Setting
Threshold 7%
Type
Stocks
Category
Tactical allocation,multi-asset,trend-following,momentum,energy,commodities,equities,leveraged/inverse etfs,risk-managed
Tickers in this symphonyThis symphony trades 48 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
APH
Amphenol Corporation
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
COP
ConocoPhillips
Stocks
CVE
Cenovus Energy Inc.
Stocks
CVX
Chevron Corporation
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toIEF, KOLD, QQQ, POOL, QCOM, CVE, DBC, NVDA, ERX, APH, ICLN, NVR, RMD, AAPL, AMZN, DINO, DIG, TLT, TAN, MNSTandFAN. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 30.90%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 12.20%. 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 the symphony, 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.