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Symphonies
V.1.Z Dereck's Secular Market Framework
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based plan that rides long uptrends with a stock+bond core (NTSX), adds managed futures when momentum is hot, and pivots to Treasuries, gold, or defensive picks in downtrends—occasionally buying tech on oversold dips.
NutHow it works
It first asks: is the long-term market trend up or down (using long/very long price averages of the S&P 500)? If up, it mostly holds a stock+bond core (NTSX), adding trend-following (DBMF) when the market runs hot. If weak or down, it shifts toward gold and Treasury bonds, and may buy tech on sharp dips. In deep bears it can own long Treasuries, managed futures, or a mild short of QQQ—whichever looks strongest by simple rules.
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted return with lower drawdown. OOS return 21.54% vs 21.35%; max drawdown 10.83% vs 18.76%; Sharpe ~1.36 vs ~1.33; Calmar ~1.99; beta ~0.81. Diversified regime-switching strategy offers more upside with less risk than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.130.490.430.66
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
164.49%16.07%1.36%5.73%0.84
V.1.Z Dereck's Secular Market Framework
279.63%22.67%1.06%5.78%1.42
Initial Investment
$10,000.00
Final Value
$37,962.64
Regulatory Fees
$60.46
Total Slippage
$372.22
Invest in this strategy
OOS Start Date
Feb 13, 2023
Trading Setting
Threshold 12%
Type
Stocks
Category
Regime switching, trend following, tactical asset allocation, momentum, managed futures, risk management, multi-asset, rsi, moving averages
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.

"V.1.Z Dereck's Secular Market Framework" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V.1.Z Dereck's Secular Market Framework" is currently allocated toNTSX. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V.1.Z Dereck's Secular Market Framework" has returned 21.54%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V.1.Z Dereck's Secular Market Framework" is 10.83%. 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 "V.1.Z Dereck's Secular Market Framework", 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.