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Symphonies
S&P 100 Top 3 - (Minus DOW)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Holds the 3 strongest S&P 100 stocks equally when the market looks healthy; moves entirely to short‑term T‑bills (BIL) after sharp market drops. A concentrated momentum play with a quick, rules-based safety switch.
NutHow it works
It first checks market health using OEF (S&P 100 ETF). If OEF fell >3% in ~1 week or >6% in ~2 weeks, it moves 100% to BIL (cash-like T‑bills). Otherwise, it picks the 3 best-performing stocks (last ~8 months) from the S&P 100 and holds them equally, trading only when the winners change or weights drift.
CheckmarkValue prop
Adaptive mega-cap momentum with a built‑in risk‑off hedge to cash. Lower market exposure and diversification benefits. Out‑of‑sample: ~11.3% annualized return, ~25% max drawdown vs S&P ~19%; Sharpe ~0.49 vs ~1.04.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.370.630.140.38
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
318.66%15.78%1.36%5.73%0.91
S&P 100 Top 3 - (Minus DOW)
6,186.55%52.78%-0.3%24.77%1.56
Initial Investment
$10,000.00
Final Value
$628,654.50
Regulatory Fees
$2,361.11
Total Slippage
$15,815.15
Invest in this strategy
OOS Start Date
Jun 22, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Us large-cap momentum, trend filter, risk-on/risk-off, concentrated, equal-weight, t‑bills hedge
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.

"S&P 100 Top 3 - (Minus DOW)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"S&P 100 Top 3 - (Minus DOW)" is currently allocated toAVGO, INTCandAMD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "S&P 100 Top 3 - (Minus DOW)" has returned 11.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "S&P 100 Top 3 - (Minus DOW)" is 25.16%. 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 "S&P 100 Top 3 - (Minus DOW)", 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.