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Symphonies
V1a 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

Rule‑based “all‑weather” mix that rotates among US stocks (often tech‑tilted), Treasuries, cash, commodities, and miners using trend and short‑term “heat” checks, with extra bear‑market hedges and selective use of 2x funds to boost gains in uptrends.
NutHow it works
Two sleeves. 1) Stocks (about 40%): If the market is in a long uptrend, hold index funds or their 2x versions; if the rally looks “too hot,” temporarily switch to long‑term U.S. Treasuries; if trends break, hedge/short or go to safer bonds/cash. 2) Macro (about 60%): Own commodities/resources, gold miners, and 7–10yr Treasuries only when their long and mid‑term trends are up; otherwise sit in T‑bills.
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted return with lower beta. OOS Sharpe 1.57 vs SPY 1.48; annualized return 24.88% vs 24.03%; max drawdown ~18.53% vs 18.76%; Calmar better. Trend-driven, hedged rotation vs S&P 500.

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Invest in this strategy
OOS Start Date
Mar 26, 2023
Trading Setting
Threshold 7%
Type
Stocks
Category
Tactical asset allocation, trend-following, momentum, risk-managed, leveraged etfs, long/short, all-weather, etf rotation
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 toXME, IEF, QQQ, SSOandNANR. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.88%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 18.53%. 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.