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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

Own the 3 strongest mega‑cap stocks when the Nasdaq‑100 is in an uptrend and stable; after sharp drops or when it looks overheated, rotate into a defensive mix (Treasuries, gold, commodities, utilities, USD) or briefly hedge with UVXY.
NutHow it works
Checked daily: - If QQQ is above its 175‑day average: • If it’s >7% below its 14‑day high, hold the top 3 (by recent trend) from: TMF (3x long Treasuries), GLD (gold), PDBC (commodities), IEO (oil/gas), XLU (utilities), USDU (U.S.$). • Else if QQQ’s RSI>79 (a fast‑gain gauge), buy UVXY (rises when fear spikes). • Else hold the 3 best 90‑day winners among mega‑caps (AAPL, MSFT, etc). - If not above that average, use the same safety basket.
CheckmarkValue prop
Out-of-sample edge: annualized return ~33.8% vs ~19.6% for the S&P; Sharpe ~1.17 vs ~1.10; Calmar ~1.33; beta ~0.75. Regime-driven mega-cap rotation with defensive hedges aims for bigger upside with disciplined risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.530.510.080.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
299.31%13.14%0.54%-0.34%0.79
Mega Cap extra safe momentum
47,734.74%73.36%-1.94%-0.78%1.89
Initial Investment
$10,000.00
Final Value
$4,783,474.00
Regulatory Fees
$11,969.24
Total Slippage
$79,912.62
Invest in this strategy
OOS Start Date
Aug 31, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation,momentum,mega-cap rotation,trend-following,defensive rotation,volatility hedge,daily rebalance,leveraged etfs
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 toGOOGL, JNJandTSM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Mega Cap extra safe momentum" has returned 24.67%. 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.