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Symphonies
S&P Growth vs Value
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Weekly style switch: if a growth fund (VUG) beat a value fund (VTV) over ~6 months, hold an equal-weight basket of big growth stocks; otherwise hold an equal-weight basket of large value stocks. Note: Alphabet is accidentally double-weighted.
NutHow it works
Once a week it checks which did better over ~6 months: VUG (growth) or VTV (value). If VUG wins, it splits evenly across Apple, Microsoft, Amazon, Alphabet/Google (listed twice, giving it double weight), Tesla, Nvidia, and Visa. If VTV wins, it splits evenly across Berkshire, JPMorgan, Johnson & Johnson, UnitedHealth, Procter & Gamble, Bank of America, Exxon, Intel, Verizon, and Comcast.
CheckmarkValue prop
Out-of-sample: ~30.6% annualized return vs 23.2% for the S&P, positive alpha and Calmar ~1.07. A weekly growth/value rotation targets leadership with transparent rules and disciplined risk—strong upside, with larger drawdowns than the broad market.

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Invest in this strategy
OOS Start Date
Dec 20, 2022
Trading Setting
Weekly
Type
Stocks
Category
Us equities,growth vs value rotation,trend-following,large-cap,weekly rebalance,equal-weight
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
BAC
Bank of America Corporation
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
CMCSA
Comcast Corp
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
INTC
Intel Corp
Stocks
JNJ
Johnson & Johnson
Stocks
JPM
JPMorgan Chase & Co.
Stocks
MSFT
Microsoft Corp
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.

"S&P Growth vs Value" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"S&P Growth vs Value" is currently allocated toINTC, CMCSA, XOM, JNJ, BAC, BRK/B, VZ, UNH, JPMandPG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "S&P Growth vs Value" has returned 30.58%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "S&P Growth vs Value" is 28.49%. 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 Growth vs Value", 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.