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Symphonies
V2 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

An all‑weather, trend‑following portfolio across stocks, bonds, gold, commodities, USD, and staples. Owns assets only in healthy uptrends, parks in cash when weak, and in bear markets may hedge/short the Nasdaq; occasionally uses 2x ETFs. Rebalanced daily.
NutHow it works
Daily, rules-based mix of ETFs. Target: 40% stocks (SPY/QQQ; in downtrends may hedge/short via PSQ/QID, or tilt to XLK/semis), and 10% each to commodities (DBC), gold (GLD), US bonds (IEF/TLT/SHY), US dollar (UUP), and staples (XLP). It buys only when recent averages beat longer ones (uptrend), uses a 0–100 “heat” score (RSI) to avoid buying when too hot, and parks in SHV (cash-like) when trends weaken. Sometimes uses 2x ETFs (QLD, USD) in sharp rebounds.
CheckmarkValue prop
Out-of-sample Sharpe ~2.00 vs SPY 1.32; drawdown ~8.7% vs ~18.8%; beta ~0.36; Calmar ~1.90; ~16.5% oos return. Strong risk-adjusted growth and downside protection versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.220.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
570.79%14.38%-1.77%0.2%0.89
V2 Dereck Nielsen All Weather Portfolio
645.33%15.24%1.64%5.52%1.96
Initial Investment
$10,000.00
Final Value
$74,533.44
Regulatory Fees
$218.77
Total Slippage
$1,033.39
Invest in this strategy
OOS Start Date
Aug 10, 2023
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, trend-following, momentum, tactical, risk-managed, hedged, inverse/leveraged etfs, daily rebalance
Tickers in this symphonyThis symphony trades 16 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
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SMH
VanEck Semiconductor 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.

"V2 Dereck Nielsen All Weather Portfolio" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V2 Dereck Nielsen All Weather Portfolio" is currently allocated toIEF, QQQ, UUP, DBC, SPY, SHV, GLDandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V2 Dereck Nielsen All Weather Portfolio" has returned 15.74%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V2 Dereck Nielsen All Weather Portfolio" is 8.70%. 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 "V2 Dereck Nielsen All Weather Portfolio", 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.