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Symphonies
28 - Monthly Nasdaq Top 10 Trading - PKD Modified
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Owns, each day, the two strongest names from a shortlist of big stocks/ETFs—but only if they’re trending up and not overheated. If not, it sits in short‑term Treasuries instead. Heavy large‑cap tech tilt; can move mostly to cash in weak markets.
NutHow it works
Each day it: 1) Scans AAPL, MSFT, GOOGL, TSLA, META, NVDA, AMZN, PEP, COST, SPY. 2) Requires an uptrend (short MA/EMA > long), “healthy” momentum (RSI—a 0–100 speed gauge—must be > ~45 but below 70–90), and often a positive recent return. 3) Fails? Park that slice in SHV/IEI/BIL (short Treasuries). 4) Rank 20‑day returns, buy the top 2 equally. Rebalance daily.
CheckmarkValue prop
Out-of-sample: Sharpe ~2.08 vs SPY ~1.01; drawdown ~9.8% vs ~18.8%; annualized return ~55.9% vs ~17.7%. In weak markets it shifts to Treasuries for protection.

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Invest in this strategy
OOS Start Date
Jul 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend following, momentum, tactical allocation, mega-cap tech tilt, risk management, treasuries-as-cash, daily rebalancing
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
COST
Costco Wholesale Corp
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
META
Meta Platforms, Inc. Class A Common Stock
Stocks
MSFT
Microsoft Corp
Stocks
NVDA
Nvidia Corp
Stocks
PEP
PepsiCo, Inc.
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.

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

The symphony is currently allocated toPEPandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 51.19%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 9.79%. 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, and options.