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Symphonies
Equities Threshold-Based Rebalancing
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Equal-weight Apple, Microsoft, Google, Amazon, and Tesla at 20% each. Rebalance only when a holding drifts beyond 15%–25%. Concentrated U.S. mega-cap tech exposure with simple, event-driven rebalancing to keep the mix balanced while limiting trades.
NutHow it works
Hold five stocks—Apple, Microsoft, Google (Alphabet), Amazon, and Tesla—at 20% each. No set rebalance dates. Only trade when any stock’s share moves outside 15%–25% of the portfolio. If that happens, sell some of the overweight and buy the underweights to return to 20%.
CheckmarkValue prop
Out-of-sample, this 5-mega-cap tech strategy targets ~44.7% annualized return vs SPY ~22.9%, with higher Sharpe (~1.41) and alpha. Equal-weight with threshold rebalancing offers bigger upside with disciplined turnover.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.131.210.640.8
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
733.75%14.43%-4.19%-3.74%0.88
Equities Threshold-Based Rebalancing
7,800.69%32.01%-4.46%-11.17%1.21
Initial Investment
$10,000.00
Final Value
$790,068.66
Regulatory Fees
$18.72
Total Slippage
$122.03
Invest in this strategy
OOS Start Date
Mar 2, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Equities, us large-cap, mega-cap tech, equal-weight, threshold rebalancing, concentrated
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
MSFT
Microsoft Corp
Stocks
TSLA
Tesla, Inc. Common Stock
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.

"Equities Threshold-Based Rebalancing" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Equities Threshold-Based Rebalancing" is currently allocated toAAPL, AMZN, MSFT, TSLAandGOOGL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Equities Threshold-Based Rebalancing" has returned 19.70%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Equities Threshold-Based Rebalancing" is 18.58%. 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 "Equities Threshold-Based Rebalancing", 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.