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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, pick the single strongest name by a 10‑month trend score from Apple, Microsoft, Nvidia, and Tesla, and hold it for one month. A concentrated momentum bet in US mega‑cap tech/EV that can be volatile and rotate quickly.
NutHow it works
Once a month, it looks at Apple (AAPL), Microsoft (MSFT), Nvidia (NVDA), and Tesla (TSLA). For each, it scores the trend using a 10‑month moving average (a smoothed view of price). The stock with the strongest upward trend is picked. The strategy then holds only that one stock for the next month, then repeats.
CheckmarkValue prop
Out-of-sample, this monthly single-name momentum strategy on AAPL/MSFT/NVDA/TSLA targets mega-cap tech upside: ~80% annualized return vs ~22% S&P, Sharpe ~1.34, Calmar ~1.73. Higher drawdown (~46% vs ~19%) due to concentration, but strong upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.461.470.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
725.56%14.48%-0.15%0.4%0.88
Monthly MAR SS
634,898.95%75.22%-4.96%-7.86%1.4
Initial Investment
$10,000.00
Final Value
$63,499,895.25
Regulatory Fees
$32,755.23
Total Slippage
$231,071.65
Invest in this strategy
OOS Start Date
Dec 18, 2023
Trading Setting
Monthly
Type
Stocks
Category
Momentum, trend-following, single-stock rotation, monthly rebalance, us large-cap tech
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 71.78%. 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.