When I was in my middle school years, every summer the school district ran a summer playground for the district's students. There were organized leagues to play baseball/soccer/field hockey between other school district's summer programs, in addition to random games like wallball, four squares, etc. One of our favorite games was Home Run Derby--which we played with an aluminum bat and tennis balls. We would play for an hour or so time limit, and whoever had the most homeruns won. You were out immediately if one of your fly balls was caught, and the person who caught it would have a turn at bat. However, you could return to bat multiple times even after flying out if you caught someone else's fly ball.
I had a tendency to make a lot of catches because I would come from out of nowhere and jump up right in front of the taller kids and catch a fly ball. Our "camp counselor" Dean found it hilarious that the taller, more athletic kids were getting snuffed by me and dubbed me "Demon Transporter" because of this. Over the summer it was shortened to "Demon." A few high school friends still call me it occasionally.
As for the DJ part, when Frequency first came out online, I needed to come up with a DJ name. DJ Demon was already taken, so I added a J--DJDJ for short. I've kept it ever since.