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Symphonies
V1 | Normal or High Inflation? | Framework | DereckNielsen
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, inflation‑aware plan. It classifies stock and inflation regimes, then in bear markets trades between 2x long/short Nasdaq or short‑term bonds; in bull markets it sits in short‑term Treasuries, adding a short‑Treasury hedge when inflation runs hot.
NutHow it works
First it labels regimes: - Stocks: SPY vs its 200‑day average → bull/bear. - Inflation: TLT vs its 400‑day average → normal/high. Bear: flip among QLD (2x up Nasdaq), QID (2x down Nasdaq), SSO (2x up S&P), and BSV/SHY (short‑term Treasuries) using QLD’s 20‑day trend and RSI (an overbought/oversold gauge; <~30 = very beaten‑down). Pair with bonds: add TBX (short Treasuries) if inflation’s high; use TLT when normal. Bull: hold SHY; if inflation’s high, split SHY/TBX.
CheckmarkValue prop
Inflation-aware, regime-switching strategy that hedges with bonds in bear/high-inflation markets and uses equity leverage only in favorable regimes. Out-of-sample: lower drawdown (17.8% vs 18.8%), modest 7.7%/yr return, and low ~0.33 beta—strong diversification vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.2-00-0
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
567.86%13.84%1.2%6.23%0.84
V1 | Normal or High Inflation? | Framework | DereckNielsen
1,278.61%19.62%0.4%0.75%0.99
Initial Investment
$10,000.00
Final Value
$137,861.32
Regulatory Fees
$330.45
Total Slippage
$1,898.28
Invest in this strategy
OOS Start Date
Jul 23, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Multi-asset, regime switching, trend/mean-reversion, inflation-aware, leveraged etfs, tactical
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.

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

The symphony is currently allocated toSHY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 7.61%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 17.76%. 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.