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Symphonies
Momentum-Based Rebalancing
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily trend rotation across Apple, Microsoft, Alphabet, Amazon, Tesla, Bitcoin, and Ethereum. It ranks 30‑day strength, holds the top three equally, and switches as leaders change. Concentrated in tech and crypto; expect higher volatility and turnover.
NutHow it works
Every day, it checks the last 30 days of price moves for seven choices: Apple, Microsoft, Google (Alphabet), Amazon, Tesla, Bitcoin, and Ethereum. It picks the three with the strongest recent uptrend and splits the money evenly among them (~1/3 each). The next day it repeats and rotates if leaders change.
CheckmarkValue prop
Out-of-sample edge: daily top-3 momentum across tech & crypto, delivering Sharpe 2.25 vs SPY 1.15, annualized return ~103% vs SPY, and Calmar ~5.30; strong risk-adjusted upside vs the S&P 500.

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Invest in this strategy
OOS Start Date
Mar 2, 2025
Trading Setting
Daily
Type
Hybrid
Category
Momentum, trend-following, large-cap tech, crypto, multi-asset, daily rebalancing, equal-weight
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.

"Momentum-Based Rebalancing" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Momentum-Based Rebalancing" is currently allocated toAAPL, AMZNandGOOGL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Momentum-Based Rebalancing" has returned 103.16%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Momentum-Based Rebalancing" is 19.48%. 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 "Momentum-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, crypto, and options.