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Symphonies
D.E Shaw Step 5
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily trading system made of many mini-strategies. It mainly chases or buys dips in tech-heavy stock funds, but moves into cash, bonds, gold, or hedges when markets look overheated or weak.
NutHow it works
This strategy checks the market every day and asks simple questions: Have big tech stocks gone up too fast, fallen too hard, or stayed in a healthy uptrend? If markets look strong, it often buys aggressive funds tied to tech or the S&P 500. If they look overheated or dangerous, it shifts to safer holdings like Treasury bills, bonds, gold, or sometimes bearish/volatility funds.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P 500 on risk-adjusted return: Sharpe ~1.23 vs ~1.05, annualized return ~18.6% vs ~16.6%, drawdown ~14.1% vs ~18.8%, backed by a strong Calmar (~1.32) and diversified risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.290.410.260.51
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
322.21%13.47%-5.4%-4.54%0.8
D.E Shaw Step 5
4,761.34%40.59%-4.52%-3.93%2.45
Initial Investment
$10,000.00
Final Value
$486,133.60
Regulatory Fees
$919.68
Total Slippage
$6,888.28
Invest in this strategy
OOS Start Date
Feb 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum, mean reversion, leveraged etfs, inverse etfs, volatility hedging, bonds, commodities, tech-heavy
Tickers in this symphonyThis symphony trades 94 assets in total
Ticker
Type
BIL
SPDR Series Trust - State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Bond Index Funds - Vanguard Total Bond Market ETF
Stocks
BOIL
ProShares Trust II - ProShares Ultra Bloomberg Natural Gas 2x Shares
Stocks
BSV
Vanguard Bond Index Funds - Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF Investments Trust - AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COP
Conoco Phillips
Stocks
CVE
Cenovus Energy Inc
Stocks
CVX
Chevron Corp.
Stocks
DBC
Invesco DB Commodity Index Tracking Fund - Units of fractional undivided beneficial interest
Stocks
DBO
Invesco DB Oil Fund - Common units of beneficial interest
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.

"D.E Shaw Step 5" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"D.E Shaw Step 5" is currently allocated toUPRO, TYD, TIP, FCG, IEF, KOLD, TMF, VTIP, SOXX, QQQ, DRN, SVXY, UUP, DBC, HYG, SHY, XNTK, LQD, SPXL, SPY, TECL, BTAL, TQQQ, XLE, EDC, MPC, QLD, IEI, DINO, GLD, TLT, UVXY, TNA, XLK, UDOW, TMV, SCHD, BIL, TYO, XLP, BNDandEFO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "D.E Shaw Step 5" has returned 18.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "D.E Shaw Step 5" is 14.12%. 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 "D.E Shaw Step 5", 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.
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Securities products and brokerage services are offered by Composer Securities LLC, a broker-dealer registered with the SEC and member of FINRA / SIPC. Composer Securities LLC and Composer Technologies Inc. are separate but affiliated companies. Accounts are carried and securities execution, clearance and settlement services are provided by Alpaca Securities LLC, and Apex Clearing Corporation, SEC-registered broker-dealers and members of FINRA / SIPC. Alpaca Securities is a wholly-owned subsidiary of AlpacaDB, Inc. Apex Clearing Corporation, is a wholly-owned subsidiary of Apex Fintech Solutions Inc. Check the background of Composer Securities LLC, Alpaca Securities LLC, and Apex Clearing Corporation on FINRA BrokerCheck . This is not an offer, solicitation of an offer, or advice to buy or sell securities or open a brokerage account in any jurisdiction where Composer Securities is not registered. Securities products offered by Composer Securities are not FDIC insured

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