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

About

A fast, rules‑based switcher: buys volatility when stocks look too hot, buys big‑beta tech on sharp dips, and otherwise hides in T‑Bills/Treasuries. Uses many safeguards, trend filters, and some commodities/dollar sleeves. Trades daily with leveraged/inverse ETFs.
NutHow it works
Each day it checks if the market looks hot (stretched up), cold (sold off), or in between, and whether the long‑term trend is up or down. When hot, it buys “fear” (VIX) funds or goes short; when cold, it buys tech/semis for rebounds. Otherwise it parks in T‑Bills or Treasuries, sometimes gold/dollar, with small hedges.
CheckmarkValue prop
A rules‑based risk‑management overlay that diversifies SPY, hedges volatility, and shifts to safety. Out-of-sample: ~2.9% annualized return with ~7.5% max drawdown—designed to diversify and temper downside vs. the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.070.100.07
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
135.6%14.81%0.54%-0.34%0.78
[20% MDD FR] D.E. Shaw vs. SJDH
64,482.9%183.65%-3.43%-9.55%3.82
Initial Investment
$10,000.00
Final Value
$6,458,289.80
Regulatory Fees
$20,184.88
Total Slippage
$130,184.87
Invest in this strategy
OOS Start Date
Aug 26, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, market-timing, trend + mean reversion, volatility hedging, leveraged etfs, daily rebalance
Tickers in this symphonyThis symphony trades 138 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AGQ
ProShares Ultra Silver
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COKE
Coca-Cola Consolidated, Inc. Common Stock
Stocks
COP
ConocoPhillips
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
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.

"[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 toUPRO, TYD, ENPH, TIP, FCG, VGLT, IEF, KOLD, SOXL, TMF, VTIP, SOXX, QQQ, DRN, SVXY, UUP, DBC, HYG, SHY, OILK, LQD, SPY, TECL, BTAL, VLO, TQQQ, XLE, EDC, QLD, FAS, IEI, GLD, TLT, UVXY, VGIT, TNA, FNGO, XLK, UDOW, VIXM, BIL, TZA, XLP, BNDandEFO. 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 -5.27%. 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 11.26%. 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, and options.