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Symphonies
AI 500 with filter
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Buys the 5 strongest performers over the past month from a list of major U.S. stocks, holds them equally, and refreshes daily. A fast, momentum-driven, concentrated approach that can tilt into hot sectors and may trade a lot.
NutHow it works
Every day, it looks at a fixed list of big U.S. companies (e.g., Apple, Microsoft, Amazon, Nvidia; plus banks, healthcare, energy, utilities, real estate). It checks each stock’s gain over the last ~25 trading days, picks the 5 best, and splits money equally across them. It refreshes daily as leaders change.
CheckmarkValue prop
Out-of-sample momentum strategy delivers higher risk-adjusted returns vs the S&P: Sharpe ~2.10, annualized ~52% vs ~26%, drawdown ~4.3% vs ~5.1%, Calmar ~12.2. Concentrated, liquid, daily-rebalanced five-name tilt.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.280.890.450.67
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
68.43%14.85%1.36%5.73%0.86
AI 500 with filter
329.03%47.22%5.43%11.89%1.74
Initial Investment
$10,000.00
Final Value
$42,903.37
Regulatory Fees
$120.72
Total Slippage
$752.35
Invest in this strategy
OOS Start Date
Sep 5, 2025
Trading Setting
Daily
Type
Stocks
Category
Momentum, us large-cap stocks, equal-weight, daily rebalance, sector rotation, concentrated portfolio
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.

"AI 500 with filter" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"AI 500 with filter" is currently allocated toGOOGL, MRK, LLY, WMTandUNP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "AI 500 with filter" has returned 51.86%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "AI 500 with filter" is 4.26%. 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 "AI 500 with filter", 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.