Skip to Content
Symphonies
ABCs
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Each week it buys the 7 biggest recent winners (by ~2‑week price gains) from a list of 26 large, liquid U.S. stocks, and splits the money evenly among them. It continually rotates into the current leaders.
NutHow it works
It keeps a list of 26 big, well-known U.S. companies across many industries (e.g., Apple/AAPL, Microsoft/MSFT, Walmart/WMT, Exxon/XOM, Eli Lilly/LLY, Novo Nordisk/NVO, Berkshire Hathaway/BRK/B, The Trade Desk/TTD, e.l.f. Beauty/ELF). Each week, it looks at which ones rose the most over roughly the last 10 trading days, buys the top 7, and splits the money evenly. Next week it repeats and rotates if the leaders change.
CheckmarkValue prop
Out-of-sample edge: ~15.18% annualized returns with lower risk than the S&P 500—max drawdown 15.53% vs 18.76%, beta ~0.62, Calmar ~0.98, and Sharpe ~0.84. Higher risk-adjusted upside with less market exposure.

Loading backtest data...

Invest in this strategy
OOS Start Date
Sep 2, 2024
Trading Setting
Weekly
Type
Stocks
Category
Us equities, large-cap, momentum, weekly rebalance, equal-weight, top-7 selection
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

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

"ABCs" is currently allocated toILMN, JNJ, Z, LLY, AAPL, ELFandWMT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "ABCs" has returned 15.18%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "ABCs" is 15.53%. 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 "ABCs", 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.