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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

Rules-based, high-octane allocator: buys 3x stock ETFs in uptrends or after sharp dips; when markets overheat or fear jumps, it moves to cash, Treasuries, gold, dollar, or volatility hedges. Heavy tech/semis tilt; very aggressive and timing-heavy.
NutHow it works
Think of a dashboard with 4 gauges: trend, recent drop, “too hot,” and fear. In calm uptrends it buys 3x stock index funds (TQQQ=Nasdaq 100, UPRO/SPXL=S&P 500, TECL/SOXL=tech/semis). After sharp 5‑day falls it “buys the dip.” If prices get too hot (RSI, a 0–100 speed/heat meter), it hedges with UVXY/VIXM (volatility funds) or inverse funds (SQQQ/SPXS), or goes to cash (BIL/SHV) or defensives (GLD=gold, UUP=dollar, IEF/TLT=Treasuries). Rate checks shift stock/bond mix.
CheckmarkValue prop
Out-of-sample, this strategy offers higher risk-adjusted returns (Sharpe 1.56 vs 1.23), higher annualized return (25.1% vs 20.6%), and lower max drawdown (11.7% vs 18.8%) vs the S&P 500, via disciplined trend timing and hedging.
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
401.08%13.71%-1.77%0.2%0.84
Split DE Shaw
2,468.68%29.54%0.31%5.05%2.15
Initial Investment
$10,000.00
Final Value
$256,867.60
Regulatory Fees
$490.63
Total Slippage
$2,879.00
Invest in this strategy
OOS Start Date
Feb 5, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, leveraged etfs, trend following, mean reversion, volatility hedging, risk parity, etf rotation, regime switching
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 ETF
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, SVXY, UUP, DBC, HYG, SHY, LQD, SPY, BTAL, SHV, IEI, XLU, GLD, TLT, BIL, SQQQandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Split DE Shaw" has returned 23.75%. 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.