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Symphonies
Monthly MAR SS
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Each month, invest 100% in whichever of Apple, Microsoft, Nvidia, or Tesla had the best average return over the last ~10 months. Very concentrated, tech-heavy, momentum rotation.
NutHow it works
Every month, it looks at four stocks—Apple (AAPL), Microsoft (MSFT), Nvidia (NVDA), and Tesla (TSLA). For each, it averages their last 10 months of returns. It picks the one with the highest average and puts all the money into that single stock until the next monthly check. Result: a concentrated, momentum-based bet among four mega-cap leaders.
CheckmarkValue prop
Out-of-sample, this momentum rotation targets mega-cap leaders for ~80% annualized return vs ~22% S&P, with Sharpe ~1.34 and Calmar ~1.73, plus alpha. High upside in trends, with clear risk-return advantage.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.451.470.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
708.28%14.29%-1.77%0.2%0.87
Monthly MAR SS
614,844.85%74.64%-3.66%-13.2%1.4
Initial Investment
$10,000.00
Final Value
$61,494,484.65
Regulatory Fees
$32,755.12
Total Slippage
$231,070.97
Invest in this strategy
OOS Start Date
Dec 18, 2023
Trading Setting
Monthly
Type
Stocks
Category
Momentum, trend-following, single-stock rotation, tech-heavy, monthly rebalance
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
MSFT
Microsoft Corp
Stocks
NVDA
Nvidia Corp
Stocks
TSLA
Tesla, Inc. Common Stock
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.

"Monthly MAR SS" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Monthly MAR SS" is currently allocated toAAPL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Monthly MAR SS" has returned 67.86%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Monthly MAR SS" is 46.05%. 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 "Monthly MAR SS", 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.