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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-based plan toggling offense/defense using long-, medium-, and short-term trend signals. In strength it holds NTSX; in weakness it shifts to managed futures, gold, Treasuries, Tech dip-buys, or short QQQ. Backtest 2008–23: 19.1%/yr, 16.5% max drop (not guaranteed).
NutHow it works
Three layers: 1) Long-term: SPY (S&P 500) 200‑day avg vs 1000‑day → Secular Bull or Bear. 2) Medium: 50 vs 200‑day (“Golden/Death Cross”). 3) Short-term: RSI (0–100; <30 oversold, >60 hot). Positions: - Strength: mainly NTSX (stocks+bonds). If hot, add DBMF (trend‑following). - Weakness: if QQQ (Nasdaq 100) is oversold, buy XLK (Tech); otherwise use DBMF, GLD (gold), and Treasuries (SHY/IEF/TLT). In deep Bears it can short QQQ (PSQ) or use sturdier styles (RSP/RPV/QUAL/BTAL).
CheckmarkValue prop
Regime-driven, multi-asset strategy aims for steadier growth with less pain in downturns than the S&P 500. OOS performance: ~20.9% annualized, Calmar ~1.93, max drawdown ~10.8%, beta ~0.81—growth with resilience.

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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 allocation, multi-asset, us equities, treasuries, gold, managed futures, shorting, momentum
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 19.65%. 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 10.84%. 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.