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Symphonies
V1.1 Dereck's Secular Market Framework | STDDev Mod | Garen
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based playbook that detects long-term bull vs bear markets, then dials risk up or down. It owns stocks in uptrends, mixes in bonds when trends weaken, buys tech dips tactically, and may short tech or hold long bonds in deep bears.
NutHow it works
1) Decide the long-term market regime using SPY’s long averages (bull if the 200-day average is above the 1000-day). 2) Within that regime, use medium-term trend (50 vs 200-day), price vs the 200-day, heat (RSI), and market calm (volatility) to shift among: SPY/QQQ, tech and semis, long or short tech, and US Treasuries of different lengths. 3) Use leverage only in calm bull markets.
CheckmarkValue prop
Out-of-sample edge: ~37.6% annualized return vs ~20.3% for the S&P, Calmar ~1.35. Higher drawdown (~28%) is balanced by regime-based risk controls and durable, compounding gains across cycles.

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Invest in this strategy
OOS Start Date
Jul 17, 2023
Trading Setting
Threshold 3%
Type
Stocks
Category
Regime-based trend following, tactical asset allocation, momentum/rsi, volatility filter, etfs, leverage/inverse capable
Tickers in this symphonyThis symphony trades 11 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
QLD
ProShares Ultra 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

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 toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 32.11%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 27.92%. 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.