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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

A rules‑based “all‑weather” mix: tactical stock/tech that flips between growth, bonds, or hedges using long‑ and short‑term trend checks, plus commodity/gold/bond sleeves owned only when rising. Uses some 2x and inverse ETFs to dial risk up/down.
NutHow it works
It splits the portfolio in two: ~40% a stock/tech sleeve and ~60% in commodities, gold, and bonds. It uses trends (moving averages = average price over months) and a short‑term “heat” score (RSI, 0–100: >80 hot, <30 washed out). Offense may use 2x funds; defense shifts to Treasuries/T‑Bills or hedges. Main funds: SPY (S&P 500), QQQ (big‑tech), TLT/IEF/IEI (Treasuries), SHV/SHY (T‑Bills), NANR (resources), XME (metals/miners), SMH (semis), SSO/QLD (2x long), PSQ/QID/SH (short).
CheckmarkValue prop
Out-of-sample, this strategy targets ~28% annual return vs ~23.6% for the S&P, with higher Sharpe (~1.75 vs 1.48), lower beta (~0.84), smaller drawdowns (~18.5% vs 18.8%), and Calmar ~1.51 for steadier growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.160.550.520.72
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
282.74%14.03%-1.77%0.2%0.82
V1a Dereck Nielsen All Weather Portfolio
969.22%26.09%-1.16%6.94%1.75
Initial Investment
$10,000.00
Final Value
$106,921.90
Regulatory Fees
$137.62
Total Slippage
$838.46
Invest in this strategy
OOS Start Date
Mar 26, 2023
Trading Setting
Threshold 7%
Type
Stocks
Category
Tactical allocation, trend following, momentum, risk management, equities, treasuries, commodities, gold, leveraged etfs, inverse etfs
Tickers in this symphonyThis symphony trades 19 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
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
NANR
State Street SPDR S&P North American Natural Resources ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SDS
ProShares UltraShort S&P500
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 toXME, IEF, QQQ, SSOandNANR. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.42%. 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, and options.