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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 20% in Apple, Microsoft, Alphabet (Google), Amazon, and Tesla. It only trades when a stock drifts outside 15–25%, restoring all near 20%. A simple, concentrated bet on U.S. mega‑cap tech/consumer growth.
NutHow it works
Put 20% in each of five giants: Apple, Microsoft, Alphabet (Google), Amazon, Tesla. It watches each stock’s share of the total. If any moves outside a 15–25% band around its 20% target, it trades to bring all back near 20%. No set schedule—only these guardrail checks. Effect: trims oversized winners and adds to laggards. Exposure: U.S. tech, internet/ads, e‑commerce, and electric vehicles.
CheckmarkValue prop
Out-of-sample edge: ~44.7% annualized return, 1.41 Sharpe, and 2.41 Calmar. A guardrail-based mega-cap tech tilt enforces disciplined buy-low/sell-high, delivering stronger risk-adjusted upside vs. the S&P 500 — even with higher drawdowns in tech selloffs.

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Invest in this strategy
OOS Start Date
Mar 2, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Us large-cap growth, big tech, equal-weight, threshold rebalancing, concentrated, single-stock risk
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 28.21%. 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.