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Symphonies
Off the Table Block 01 | D.E. Shaw vs. SJDH
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rule‑based risk‑on/risk‑off portfolio. It rides tech rallies with leveraged funds, buys dips when oversold, and hedges or shorts when markets look overheated—parking in T‑bills/bonds or adding gold/commodities as conditions warrant.
NutHow it works
It switches daily between “offense” and “defense” using RSI (a 0–100 hot/cold meter: >~80 = hot/overbought, <~30 = cold/oversold) and trend filters. • Offense: buy supercharged tech/semis (TQQQ, TECL, SOXL). • Defense: add fear hedges (UVXY/VIXY), short QQQ (PSQ/SQQQ), or use T‑bills (BIL/SHV) and bonds (TMF/TMV). Gold/commodities can fill in when stocks wobble.
CheckmarkValue prop
Out-of-sample edge: Sharpe 2.21, Calmar 6.46, max DD 2.23%, beta 0.33. It cuts drawdowns, lowers market beta, and preserves upside in tech rallies—delivering stronger risk-adjusted returns than the S&P 500.

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Invest in this strategy
OOS Start Date
May 28, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, risk-on/off, leveraged etfs, volatility hedges, bonds/commodities, daily rebalancing
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toPGR, SOXL, QQQ, COKE, NVO, SVXY, TECL, TQQQ, LLY, EDZ, QLD, UVXY, FNGO, TMV, VIXM, BIL, COST, TZAandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 14.41%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 2.23%. 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 the symphony, 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.