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Symphonies
T2 Monthly Mega-Cap (28% RR, 28.6% MD, 20.2% SD, 2010 BT)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple monthly rotation into 8 mega‑caps: 4 strong recent winners from big tech and 4 strong performers from steadier mega‑caps (health care/staples/payments). Equal‑weighted. Aims to beat SPY/QQQ with similar downside; SGOV used only as a cash‑like fallback.
NutHow it works
Every month, split the portfolio in half. In the tech half, pick 4 of the biggest tech names (like Apple, Microsoft, NVIDIA) that have risen the most over roughly the last 6 months, and weight them equally. In the other half, pick 4 large, steadier companies (health care, staples, payments—think Eli Lilly, Coca‑Cola, Visa) that have performed best over about the last year, equally. In rare edge cases it can park in SGOV (short‑term Treasuries).
CheckmarkValue prop
Disciplined mega-cap momentum with two sleeves and monthly rebalance. Out-of-sample: ~15.9% annualized return, Sharpe 0.72, Calmar 0.64, max drawdown 24.95%, beta ~1.08. A complementary, liquid tilt to SPY.

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Invest in this strategy
OOS Start Date
Jan 12, 2025
Trading Setting
Monthly
Type
Stocks
Category
Momentum, mega-cap, tech tilt, monthly rebalance, equal weight, trend following, defensive growth
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.

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

The symphony is currently allocated toASML, AZN, GOOGL, AVGO, JNJ, LLY, NVSandTSM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 15.92%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 24.95%. 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, crypto, and options.