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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

Aggressive, rule-driven strategy that buys leveraged stock ETFs on dips and uptrends, shifts to cash/bonds/gold/defensives in risk-off, and hedges with volatility when markets get overheated. Heavy tech tilt and very high risk/turnover.
NutHow it works
It’s a rules-based “risk switch.” Signals check trend (price vs 200‑day average), fast moves (RSI: 0–100 speedometer; low=oversold, high=overbought), drawdowns, and volatility. If healthy or after dips, it buys 3x stock funds (TQQQ/UPRO/TECL/SOXL). If weak or risky, it hides in T‑bills (BIL/SHV/SHY/BSV), Treasuries (TLT/TMF), dollar (UUP), gold (GLD), or staples (XLP). If markets look too hot, it briefly hedges with UVXY/VIXY or short ETFs (SQQQ/SPXS).
CheckmarkValue prop
Out-of-sample, this rules-based strategy beats the S&P 500 on risk-adjusted return: ~24.3% vs ~20.6%, with smaller drawdowns (~11.7% vs ~18.8%), higher Sharpe/Calmar, and hedges/regime-switching that lowers beta (~0.65).

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Invest in this strategy
OOS Start Date
Feb 5, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, trend-following, mean reversion, leveraged etfs, volatility hedging, defensive rotation, bonds, gold, dollar
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, TMF, VTIP, SVXY, XLF, UUP, DBC, HYG, SHY, LQD, SPY, BTAL, TQQQ, SHV, IEI, XLU, GLD, TLT, XLY, BILandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Split DE Shaw" has returned 24.25%. 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, crypto, and options.