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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

An all‑weather, rules‑based mix of commodities, gold, Treasuries, the US dollar, Consumer Staples, and a tech‑tilted stock sleeve. It follows trends, uses an RSI heat gauge, and shifts to cash or hedges during crashes. Rebalanced daily.
NutHow it works
Rules-based, checked daily. It splits money across: commodities (DBC), gold (GLD), US Treasuries (IEF, TLT), US stocks (SPY/QQQ; sometimes semiconductors SOXX), the US dollar (UUP), and Consumer Staples (XLP). It buys each only when price trends up (short avg > long avg). It uses RSI (0–100 ‘heat’ gauge) to step aside when too hot or lean in when very weak. In big Nasdaq selloffs, it hedges with cash-like SHV or inverse/2x ETFs (PSQ/QID/QLD) until conditions improve.
CheckmarkValue prop
Out-of-sample Sharpe ~1.93 vs SPY ~1.12; max drawdown 8.7% vs 18.8%; beta ~0.38; Calmar ~2.18. The strategy offers better risk-adjusted returns and far stronger downside protection than the S&P 500, with similar upside.

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Invest in this strategy
OOS Start Date
Jul 26, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, trend-following, momentum, crash-protection, tactical, etfs, rules-based
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 18.19%. 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, and options.