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Symphonies
Monthly Mega-Cap V2 | MA of return + cumulative return | Pskonejott
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple monthly rotation among mega-cap leaders: 50% in the 2 strongest tech names by recent trend, 50% in the 2 strongest defensive names by ~1‑year return. Four equal-weight positions, updated monthly to stay with winners.
NutHow it works
Monthly: split money 50/50 into two buckets. Bucket 1 (Mega‑Cap Tech): buy the 2 tech giants with the strongest average gains over ~6 months; split that half equally. Bucket 2 (Big Non‑Cyclicals): buy the 2 large, steady names with the best ~10‑month total return; split that half equally. Hold 4 stocks (~25% each) until next month, then recheck and replace if rankings change.
CheckmarkValue prop
Out-of-sample annualized return ~50.6% vs SPY ~20.2%, Sharpe ~1.69, Calmar ~1.84. A simple monthly mega-cap rotation offers stronger upside with balanced defensives, though drawdowns can be larger in tech downturns.

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Invest in this strategy
OOS Start Date
Nov 30, 2022
Trading Setting
Monthly
Type
Stocks
Category
Momentum, trend-following, mega-cap, monthly rotation, long-only, equities, sector-balanced
Tickers in this symphonyThis symphony trades 28 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
ASML
ASML Holding NV
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
AZN
AstraZeneca PLC
Stocks
BAC
Bank of America Corporation
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
CL
Colgate-Palmolive Company
Stocks
COST
Costco Wholesale Corp
Stocks
GOOGL
Alphabet Inc. Class A 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toASML, MRK, JNJandTSM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 46.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 27.53%. 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 the symphony, 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.