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Symphonies
Mega Cap extra safe momentum
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rides the strongest mega‑cap stocks in healthy uptrends; shifts to a defensive mix (Treasuries, gold, commodities, utilities, USD) if trends weaken or after sharp drops; if markets look overheated, temporarily hedges with volatility (UVXY).
NutHow it works
Each day: 1) Is QQQ (Nasdaq‑100 fund) above its 175‑day average? If no, hold the best 3 of: TMF (long US Treasuries), GLD (gold), PDBC (broad commodities), XLU (utilities), IEO (oil & gas), USDU (strong US dollar). If yes: a) If QQQ dropped >7% in 2 weeks, use that same safe mix. b) If QQQ is “too hot” (RSI>79; a 0–100 heat gauge), buy UVXY (volatility). c) Else own the top 3 mega‑caps by 3‑month returns.
CheckmarkValue prop
Out-of-sample, this strategy targets mega-cap leadership with 33.8% annualized return vs 19.6% for the S&P, and better risk-adjusted metrics (Sharpe 1.17 vs 1.10; Calmar 1.33), aided by trend filters and volatility hedges to protect capital.

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Invest in this strategy
OOS Start Date
Aug 31, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum,trend following,risk management,mega-cap equities,defensive assets,volatility hedge,daily rebalance
Tickers in this symphonyThis symphony trades 31 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BAC
Bank of America Corporation
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
COST
Costco Wholesale Corp
Stocks
DIS
The Walt Disney Company
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
HD
Home Depot, Inc.
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.

"Mega Cap extra safe momentum" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Mega Cap extra safe momentum" is currently allocated toJNJ, PFEandTSM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Mega Cap extra safe momentum" has returned 22.12%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Mega Cap extra safe momentum" is 25.39%. 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 "Mega Cap extra safe momentum", 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.