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Symphonies
New Symphony
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A diversified U.S. blue‑chip stock mix that gives more weight to steady names and less to jumpy ones, based on the last 21 days of price swings. Holds tech, healthcare, banks, staples and utilities with a low‑maintenance approach.
NutHow it works
It owns 19 big U.S. companies: Microsoft, Apple, Google (Alphabet), Amazon; J&J, UnitedHealth, AbbVie, Pfizer; JPMorgan, Bank of America, Citi, Wells Fargo; Procter & Gamble, Coca‑Cola, Unilever; Dominion, NextEra, Duke, Exelon. It looks at the last 21 trading days: calmer stocks get bigger weights, jumpier ones get smaller. No set rebalance schedule; a 10% drift band helps avoid needless trades.
CheckmarkValue prop
Inverse-volatility tilt to 19 mega-cap names; low maintenance. Out-of-sample Sharpe ~1.46 vs ~1.45, max drawdown 11.9% vs 18.8%, beta ~0.5. Strong risk-adjusted performance with steadier gains than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.040.770.780.88
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
460.06%13.94%-4.19%-3.74%0.86
New Symphony
533.49%15.01%-4.84%-0.68%1.02
Initial Investment
$10,000.00
Final Value
$63,348.50
Regulatory Fees
$0.42
Total Slippage
$3.84
Invest in this strategy
OOS Start Date
May 16, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Us large-cap, blue-chip, inverse-vol weighting, multi-sector, risk-aware, low turnover
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ABBV
ABBVIE INC.
Stocks
AMZN
Amazon.Com Inc
Stocks
BAC
Bank of America Corporation
Stocks
C
Citigroup Inc.
Stocks
D
Dominion Energy, Inc Common Stock
Stocks
DUK
Duke Energy Corporation
Stocks
EXC
Exelon Corporation
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
JNJ
Johnson & Johnson
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.

"New Symphony" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"New Symphony" is currently allocated toKO, GOOGL, EXC, JNJ, DUK, C, BAC, AAPL, UL, AMZN, UNH, PFE, JPM, ABBV, WFC, PG, MSFT, NEEandD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "New Symphony" has returned 14.69%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "New Symphony" is 11.88%. 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 "New 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.