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Symphonies
Fixed Percentage Rebalancing
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fixed-weight mix: 40% SPY (S&P 500), 30% Apple, 30% Microsoft, rebalanced daily. Because SPY already holds Apple and Microsoft, the portfolio ends up heavily concentrated in those two tech giants.
NutHow it works
It always holds three positions: 40% in SPY (an ETF that mirrors the S&P 500, the big U.S. stock market), 30% in Apple, and 30% in Microsoft. Each trading day it rebalances back to those exact percentages—selling what rose above target and buying what fell below. Because SPY already includes Apple and Microsoft, this makes the portfolio very concentrated in those two tech giants.
CheckmarkValue prop
Out-of-sample, this 40/30/30 strategy delivers higher annualized return (28.05% vs 24.49%), with a slightly better Sharpe (~1.18 vs ~1.15) and Calmar (~1.60). Core SPY with Apple/Microsoft tilt aims for faster growth, but tech drawdowns can be larger.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.071.060.670.82
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
2,715.26%10.71%1.36%5.73%0.64
Fixed Percentage Rebalancing
26,933.04%18.61%-0.18%5.72%0.83
Initial Investment
$10,000.00
Final Value
$2,703,304.44
Regulatory Fees
$512.62
Total Slippage
$1,943.11
Invest in this strategy
OOS Start Date
Mar 2, 2025
Trading Setting
Daily
Type
Stocks
Category
Us equities, static weights, daily rebalancing, s&p 500, apple, microsoft, mega-cap tech tilt
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.

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

"Fixed Percentage Rebalancing" is currently allocated toSPY, AAPLandMSFT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Fixed Percentage Rebalancing" has returned 28.05%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Fixed Percentage Rebalancing" is 17.52%. 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 "Fixed Percentage 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, crypto, and options.