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

About

Labels the market as long-term bull or bear, then tilts between stocks, Treasuries, and occasional short Nasdaq. Adds 2× Nasdaq in calm uptrends, adds bonds when stocks look stretched, and goes defensive in downtrends.
NutHow it works
1) Read long trend: if the S&P 500’s 200‑day average is above its 1000‑day, treat as a secular bull; else bear. 2) Use 50 vs 200‑day, RSI (how stretched up/down), price vs trend, and 10‑day volatility to pick: SPY, QLD (2× Nasdaq), XLK/SOXX (tech/semis), PSQ (short Nasdaq), Treasuries (SHY/IEI/IEF/TLT) or XLP (defensive).
CheckmarkValue prop
Out-of-sample, this strategy targets much higher upside (37.6% vs 20.3% SPY) with strong risk-adjusted metrics (Calmar 1.35; Sharpe ~1.17). It rotates between stocks and bonds to ride uptrends and defend declines, unlike SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.240.760.30.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
571.19%10.45%-1.77%0.2%0.6
V1.1 Dereck's Secular Market Framework | STDDev Mod | Garen
25,225.99%33.52%0.12%-0.61%1.19
Initial Investment
$10,000.00
Final Value
$2,532,598.84
Regulatory Fees
$6,387.86
Total Slippage
$40,577.91
Invest in this strategy
OOS Start Date
Jul 17, 2023
Trading Setting
Threshold 3%
Type
Stocks
Category
Tactical allocation, regime switching, trend following, momentum, volatility filter, equity-bond rotation, defensive hedging, inverse/leveraged etfs
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 29.88%. 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.