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Symphonies
D.E Shaw Step 7
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, high-octane blend: in uptrends it piles into tech/semis (often 3x funds); in selloffs it shifts to T‑Bills/Treasuries or hedges (short Nasdaq, long volatility). Separate sleeves time bonds, gold, commodities, and energy. Daily rebalance; high risk.
NutHow it works
1) Check trend: if S&P 500 (SPY) is above its 200‑day avg → “bull”; if not → “defensive”. 2) Bull: ride tech/semis strength (QQQ/TQQQ, XLK/TECL, SOXL). 3) If prices look too hot (RSI>~80) park in T‑Bills (BIL) or buy UVXY; if washed‑out (RSI<~30) buy dips with 3x tech. 4) If Nasdaq breaks trend, short it (PSQ/SQQQ). 5) Separate sleeves time Treasuries (TLT/TMF/TMV), gold (GLD), commodities (DBC), energy (XLE/DIG/UCO) via moving‑average/RSI rules. RSI = 0–100 “speedometer” of recent moves; MAs = trend lines.
CheckmarkValue prop
Out-of-sample, this strategy wins on risk: Sharpe 1.265 vs 1.219, lower drawdown (14.1% vs 18.8%), lower beta (~0.75), Calmar 1.44. Diversified, regime-switching tech/bonds/commodities aims for steadier, higher risk-adjusted gains.

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Invest in this strategy
OOS Start Date
Feb 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical trend-following, momentum, dip-buying, volatility hedging, leveraged etfs, tech-heavy, bonds, commodities, energy
Tickers in this symphonyThis symphony trades 79 assets in total
Ticker
Type
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
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
DIG
ProShares Ultra Energy
Stocks
DRN
Direxion Daily Real Estate Bull 3X 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.

"D.E Shaw Step 7" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"D.E Shaw Step 7" is currently allocated toUPRO, TYD, TIP, FCG, IEF, KOLD, USDU, TMF, VTIP, QQQ, DRN, SVXY, DBC, HYG, SHY, XNTK, LQD, SPY, TECL, BTAL, TQQQ, XLE, EDC, SH, IEI, DIG, GLD, TLT, UCO, TNA, TMV, BIL, SQQQ, TYO, XLP, BND, EFOandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "D.E Shaw Step 7" has returned 20.09%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "D.E Shaw Step 7" is 14.06%. 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 7", 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.