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Symphonies
Updated | V2 Dereck Nielsen All Weather Portfolio
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based all-weather mix. Buys commodities, gold, Treasuries, the dollar, and stocks only when they trend up. When trends weaken or get overheated, it moves to T‑bills (SHV). In equity bear markets it adds hedges (inverse Nasdaq) and leans defensive.
NutHow it works
Built from 7 sleeves: commodities (DBC), gold (GLD), 7–10y Treasuries (IEF), long Treasuries (TLT/SHY), U.S. stocks (SPY, QQQ, sometimes semis SOXX), U.S. dollar (UUP), and consumer staples (XLP). Each sleeve owns its ETF only when its price trend is up; otherwise it parks in cash-like T‑bills (SHV). Stocks add extra rules: avoid when overheated, and in bear markets shift mostly to SHV and sometimes hedge with inverse Nasdaq funds (PSQ/QID).
CheckmarkValue prop
All-weather, rules-based trend strategy: buys rising assets (commodities, gold, bonds, dollar, equities) and parks in T-bills in downturns, with equity hedges. OOS: Sharpe 1.80, Calmar 2.02, max drawdown 8.70% vs 18.76%, return 17.61% vs 19.95% for the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.120.170.190.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
532%10.48%2.19%5.01%0.6
Updated | V2 Dereck Nielsen All Weather Portfolio
1,217.68%14.96%2.64%3.69%1.8
Initial Investment
$10,000.00
Final Value
$131,768.39
Regulatory Fees
$445.58
Total Slippage
$2,083.37
Invest in this strategy
OOS Start Date
Jul 26, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, multi-asset, risk-managed, hedged, daily rebalanced
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXX
iShares Semiconductor 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.

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

The symphony is currently allocated toIEF, QQQ, UUP, DBC, SPY, GLD, TLTandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.61%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 8.70%. 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, crypto, and options.