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Symphonies
Momentum V0.1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Buys last month’s two best performers from a preset list of large stocks plus an oil and a uranium fund, splits 50/50, holds one month, then re-ranks and rotates. Very concentrated; swings can be big, especially if oil/uranium funds are chosen.
NutHow it works
Each month, it looks at a fixed list of 36 big, liquid names (Apple, Amazon, Nvidia, Tesla, JPMorgan, Chevron, Berkshire, etc.) plus two energy funds (a 2x oil fund “UCO” and a uranium miners fund “URA”). It picks the two with the biggest price gains over roughly the past month (~16 trading days), puts 50% in each, holds for one month, then repeats. Only two holdings; can be volatile.
CheckmarkValue prop
A monthly momentum strategy rotates the top 2 winners mega-cap tech and energy/commodities. Out-of-sample: ~39% annualized return vs ~21% for the S&P, with Calmar ~1.01. Higher upside, but higher drawdown risk due to concentration.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.51.190.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
282.33%13.47%-1.77%0.2%0.79
Momentum V0.1
49,553.33%79.46%27.63%39.4%1.64
Initial Investment
$10,000.00
Final Value
$4,965,333.18
Regulatory Fees
$3,835.50
Total Slippage
$24,691.22
Invest in this strategy
OOS Start Date
Feb 8, 2023
Trading Setting
Monthly
Type
Stocks
Category
Momentum, monthly rebalancing, concentrated (2 positions), large-cap us & canada, sector rotation, includes leveraged oil fund, uranium exposure
Tickers in this symphonyThis symphony trades 35 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
AXP
American Express Company
Stocks
BA
Boeing Company
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
C
Citigroup Inc.
Stocks
CCJ
Cameco Corporation
Stocks
CNQ
Canadian Natural Resources Limited
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.

"Momentum V0.1" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Momentum V0.1" is currently allocated toNFLXandUCO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Momentum V0.1" has returned 44.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Momentum V0.1" is 38.91%. 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 V0.1", 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.