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Symphonies
Retailers with valued brand by marketcap
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily-rebalanced, USD-denominated basket of three US retailer stocks (WMT 61.64%, COST 34.91%, TGT 3.45%), focused on brand/value among retailers. Highly concentrated in Walmart and Costco with modest Target exposure; disciplined daily rebalancing.
NutHow it works
- Start with three large US retailer stocks: Walmart (WMT), Costco (COST), and Target (TGT). - Assign target weights: Walmart 61.64%, Costco 34.91%, Target 3.45% (sums to 100%). - Rebalance daily to keep these exact weights. If prices move, the system buys or sells shares to restore the targets. - All assets are USD-denominated equities, so no currency conversion risk within the portfolio. - The strategy is simple and concentrated in the retail sector, with higher exposure to Walmart and Costco and only a small position in Target. It relies on the premise that these names embody a valued-brand metric reflected in market capitalization, but the exact screen for selection isn’t shown. - Risks include concentration risk (three stocks, many tied to the same sector), market/stock-specific shocks, and higher turnover costs due to daily rebalancing.
CheckmarkValue prop
Low-beta, concentrated retailer basket (WMT/COST with a small TGT) with daily rebalancing. Out-of-sample Calmar ~2.11 and modest alpha offer diversification and a brand/value tilt that complements the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.070.720.330.57
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
2,668.43%10.56%-1.77%0.2%0.63
Retailers with valued brand by marketcap
12,548.32%14.31%-2.32%11.25%0.69
Initial Investment
$10,000.00
Final Value
$1,264,831.65
Regulatory Fees
$260.73
Total Slippage
$843.66
Invest in this strategy
OOS Start Date
May 3, 2025
Trading Setting
Daily
Type
Stocks
Category
Equities, us stocks, retail sector, concentrated portfolio
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
COST
Costco Wholesale Corp
Stocks
TGT
Target Corporation
Stocks
WMT
Walmart 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.

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

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

Year-to-date, the symphony has returned 21.19%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.18%. 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.