Skip to Content
Symphonies
V3 Dereck Nielsen All Weather Portfolio
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules‑based “all‑weather” mix: 50% trend‑follow in commodities, gold, and Treasuries; 30% tactical S&P 500; 20% tactical Nasdaq. Uses moving averages and an RSI hot/cold gauge to rotate into cash, Treasuries, or hedges during downturns.
NutHow it works
Portfolio is split into sleeves and rotated by two cues: moving averages (trend) and RSI (0–100 hot/cold). - 50%: commodities (DBC), gold (GLD) and Treasuries (IEF/TLT/SHY) only in uptrends; otherwise T‑bills (SHV). - 30%: U.S. stocks via SPY—own above its 200‑day average; below it, buy tech on sharp dips (XLK) or sit in T‑bills. - 20%: Nasdaq via QQQ—own in healthy markets; in weak/bear regimes switch among cash/Treasuries, inverse QQQ (PSQ/QID), or 2× QQQ (QLD). Extra rules cut risk when 12‑mo losses are deep.
CheckmarkValue prop
Out-of-sample proof: higher risk-adjusted returns than SPY (OOS Sharpe ≈1.76) with far lower drawdowns (9.65% vs 18.76%), positive alpha and Calmar ≈1.95. All-weather diversification plus risk-managed tactical exposure aimed at more upside with less risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.130.280.280.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
570.79%14.38%-1.77%0.2%0.89
V3 Dereck Nielsen All Weather Portfolio
904.47%17.69%2.09%5.95%1.88
Initial Investment
$10,000.00
Final Value
$100,447.37
Regulatory Fees
$181.99
Total Slippage
$1,142.33
Invest in this strategy
OOS Start Date
Mar 30, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
All‑weather, multi‑asset, trend‑following, tactical momentum, risk‑managed, crash protection, leverage/inverse, rules‑based
Tickers in this symphonyThis symphony trades 14 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.

"V3 Dereck Nielsen All Weather Portfolio" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V3 Dereck Nielsen All Weather Portfolio" is currently allocated toIEF, QQQ, DBC, SPY, SHVandGLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V3 Dereck Nielsen All Weather Portfolio" has returned 17.79%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V3 Dereck Nielsen All Weather Portfolio" is 9.65%. 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 "V3 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.