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

About

Daily picks the 2 strongest performers (by recent 14‑day momentum) from Apple, Microsoft, Netflix, Nvidia, and Exxon, puts 80% split between them, and keeps 20% in cash.
NutHow it works
Each day, it checks five big companies: Apple, Microsoft, Netflix, Nvidia, and Exxon Mobil. It looks at which two have had the strongest recent price gains over the last ~3 weeks (using a 14‑day momentum score). It puts 80% of your money split evenly into those two and leaves 20% in cash. It repeats this check and rebalances every trading day.
CheckmarkValue prop
Out-of-sample return ~35% vs SPY ~24%, Calmar ~1.55, Sharpe ~1.30. Daily top-2 momentum picks among 5 mega-caps with 20% cash offer higher upside and disciplined risk vs the S&P 500.

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Invest in this strategy
OOS Start Date
Nov 28, 2023
Trading Setting
Daily
Type
Stocks
Category
Momentum, large-cap stocks, tech-heavy, energy exposure, daily rebalancing, concentrated portfolio
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

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

"Simple Sort" is currently allocated toXOMandAAPL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simple Sort" has returned 35.13%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simple Sort" is 22.69%. 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 "Simple Sort", 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, crypto, and options.