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Symphonies
[20% MDD FR] D.E. Shaw vs. SJDH
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based, daily strategy that buys leveraged tech on selloffs, shifts to Treasuries or cash when trends weaken, and uses VIX “fear” funds when markets look overheated. Aims to catch rebounds and soften drops, but carries high risk and turnover.
NutHow it works
It watches simple “hot/cold” gauges on the S&P 500 (SPY) and Nasdaq (QQQ). • Too hot (stretched): move to fear funds (UVXY/VIXY) or cash‑like T‑Bills (BIL). • Too cold (sold off): buy turbo stock funds (TQQQ/TECL/SOXL). • If bonds lead, hold Treasuries (TLT/TMF); if rates jump, use TMV. Daily, rules‑based, very high risk (uses leveraged and volatility funds).
CheckmarkValue prop
Out-of-sample edge: ~26.37% annualized vs SPY ~24.53%, smaller drawdown (~3.74% vs ~5.07%), and Calmar ~7.05. A rules-based rotation among tech bets, hedges, and Treasuries aims for higher upside with lower risk than the S&P 500.

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Invest in this strategy
OOS Start Date
Aug 26, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation,momentum,volatility hedge,rsi mean reversion,leveraged etfs,treasuries,defensive rotation
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.

"[20% MDD FR] D.E. Shaw vs. SJDH" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"[20% MDD FR] D.E. Shaw vs. SJDH" is currently allocated toPGR, SOXL, QQQ, COKE, NVO, SVXY, TECL, TQQQ, LLY, EDZ, QLD, XLU, TLT, UVXY, FNGO, TMV, VIXM, BIL, COST, TZAandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "[20% MDD FR] D.E. Shaw vs. SJDH" has returned 26.37%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "[20% MDD FR] D.E. Shaw vs. SJDH" is 3.74%. 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 "[20% MDD FR] D.E. Shaw vs. SJDH", 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.