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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 rides strong uptrends (mostly tech, sometimes commodities), but quickly hedges or moves to cash/shorts/Treasuries when risk rises. Uses simple signals (trend and RSI) plus small, always‑on volatility hedges.
NutHow it works
It checks if the market is hot or cold using trend and a momentum gauge (RSI). In hot markets it buys tech‑heavy funds (sometimes leveraged) and keeps a small “airbag” in volatility funds. If things cool or break down, it shifts to T‑Bills, shorts, or Treasuries. It also taps energy/commodities when their trends turn up. It rechecks daily and adjusts.
CheckmarkValue prop
Low correlation to the S&P 500 with strong risk controls. A rules-based, daily-rebalanced strategy that captures tech uptrends when signals align and hedges with cash/volatility to limit drawdowns. OOS: beta ~0.38 and prudent risk-adjusted potential.

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Invest in this strategy
OOS Start Date
Aug 26, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend & momentum, volatility hedging, leveraged etfs, long/short, multi-asset, daily rebalanced, risk-managed
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, TIP, FCG, IEF, FNGS, KOLD, USDU, TMF, VTIP, QQQ, DRN, SVXY, UUP, DBC, HYG, SHY, OILK, LQD, SPY, TECL, BTAL, VLO, TQQQ, XLE, EDC, SH, MPC, IEI, GLD, TLT, UVXY, TNA, FNGO, TMV, VIXM, BIL, SQQQ, GUSH, TYO, TZA, XLP, BND, EFOandPSQ. 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 -8.66%. 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 12.84%. 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 "[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.