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Symphonies
Split DE Shaw
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A highly tactical rule engine: buy stock dips in uptrends with 3x funds, hedge when prices look overheated, and shift to cash/defensive assets or shorts when risk rises. Uses RSI, moving averages, drawdowns, and volatility to switch and size positions.
NutHow it works
It’s a rules-based “market timer.” In calm uptrends it buys stock-market dips (especially Nasdaq/tech) using fast, 3x funds. If prices look very stretched up, it briefly hedges with VIX-linked funds. If markets fall or get jumpy, it moves to cash-like funds or defensives (Treasuries, gold, US dollar, staples) or uses inverse funds. RSI is a 0–100 “heat” score of recent up vs down days: low = washed out (buy dips), high = stretched (hedge). It also checks long-term trends, drawdowns, and volatility to size risk.
CheckmarkValue prop
Out-of-sample results show this strategy outperforms the S&P on a risk-adjusted basis: 25.12% annualized return vs 20.65%, drawdown 11.74% vs 18.76%, and stronger Sharpe/Calmar ratios, with a modest beta ~0.64 for steadier gains.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.220.330.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
408.93%13.89%0.54%-0.34%0.85
Split DE Shaw
2,480.55%29.68%2.36%4.98%2.16
Initial Investment
$10,000.00
Final Value
$258,055.27
Regulatory Fees
$486.88
Total Slippage
$2,854.89
Invest in this strategy
OOS Start Date
Feb 5, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Multi-asset tactical, leveraged etfs, mean reversion, trend following, volatility hedging, sector rotation, risk parity, market timing
Tickers in this symphonyThis symphony trades 55 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
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
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond 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.

"Split DE Shaw" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Split DE Shaw" is currently allocated toUPRO, TIP, IEF, XLV, SOXL, TMF, VTIP, UUP, DBC, HYG, SHY, LQD, SPY, TECL, BTAL, TQQQ, SHV, QLD, FAS, IEI, XLU, GLD, BILandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Split DE Shaw" has returned 24.43%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Split DE Shaw" is 11.74%. 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 "Split DE Shaw", 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.