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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

Regime playbook: use SPY’s long trend to toggle growth vs defense. In uptrends hold a stock+bond core (NTSX), add DBMF when hot; in downtrends favor gold, Treasuries, managed futures, and sometimes short tech (PSQ). 2008–2023 backtest: 19.1%/yr, -16.5% max drop.
NutHow it works
Decide regime with SPY long averages: if 200‑day > 1000‑day, long‑term up; else down. Then a 50/200‑day cross and RSI (0–100 heat meter; <30 oversold, >60 hot) pick positions: NTSX (stock+bond core); add DBMF (managed‑futures) when hot; buy XLK (tech) on QQQ dips; else use GLD (gold) and Treasuries (SHY/IEF/TLT). In hard downtrends it may use PSQ (short QQQ) or the best of RSP/RPV/QUAL/BTAL.
CheckmarkValue prop
Regime-based strategy targets near-SPY growth with far lower downside: oos return 20.11% vs 21.08%, max drawdown 10.83% vs 18.76%, Calmar 1.86. Diversified core (NTSX) with DBMF, gold and Treasuries hedges risk while preserving upside.

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Invest in this strategy
OOS Start Date
Feb 13, 2023
Trading Setting
Threshold 12%
Type
Stocks
Category
Regime-based, trend-following, tactical asset allocation, managed futures, tech tilt, risk management, bonds, gold, shorting
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
NTSX
WisdomTree U.S. Efficient Core Fund
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QUAL
iShares MSCI USA Quality Factor ETF
Stocks
RPV
Invesco S&P 500 Pure Value ETF
Stocks
RSP
Invesco S&P 500 Equal Weight 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.

"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 20.11%. 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, and options.