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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 simple static mix: 40% SPY (S&P 500), 30% Apple, 30% Microsoft. Rebalanced daily to those targets, trimming winners and adding to laggards. This heavily concentrates the portfolio in Apple and Microsoft versus the broad market.
NutHow it works
Holds three positions: 40% SPY, 30% AAPL, 30% MSFT. SPY is a fund that tracks the S&P 500 (the main U.S. stock index). AAPL is Apple; MSFT is Microsoft. Each day it checks weights and trades back to 40/30/30—selling what rose and buying what fell. No timing—just fixed targets.
CheckmarkValue prop
Out-of-sample: ~21% annualized return, 17.5% max drawdown, Calmar ~1.20. A simple 40/30/30, daily-rebalanced mix of SPY/AAPL/MSFT—disciplined exposure to mega-cap tech that complements SPY with transparent rules.
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
2,727.61%10.64%-0.15%0.4%0.64
Fixed Percentage Rebalancing
25,226.61%18.23%-2.04%-6.31%0.82
Initial Investment
$10,000.00
Final Value
$2,532,660.93
Regulatory Fees
$529.63
Total Slippage
$2,057.52
Invest in this strategy
OOS Start Date
Mar 2, 2025
Trading Setting
Daily
Type
Stocks
Category
Equities, us large-cap, tech tilt, static weights, daily rebalancing, concentrated
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
MSFT
Microsoft Corp
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

"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 13.16%. 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, and options.