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

About

Equal 25% in SPY, QQQ, DIA, and Apple. No scheduled rebalancing; a 5% tolerance band triggers trades back toward targets. Mostly U.S. large-cap with a strong tech tilt and extra Apple concentration due to overlap.
NutHow it works
It puts 25% each into SPY (tracks the 500 biggest U.S. companies), QQQ (tracks 100 large Nasdaq names, heavy in tech), DIA (tracks 30 blue‑chip U.S. giants), and Apple stock. There’s no calendar rebalancing. Instead it uses a 5 percentage‑point band: if any holding falls below 20% or above 30%, it trades back toward 25%. Because Apple is also a big part of those ETFs, the portfolio is very focused on Apple and other mega‑cap tech.
CheckmarkValue prop
Tech-heavy, rules-based sleeve with threshold rebalancing. Out-of-sample: ~23.1% annualized return, Calmar ~1.07 and Sharpe ~1.30. Offers solid risk-adjusted exposure to mega-cap tech and a disciplined alternative to the S&P 500.

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Invest in this strategy
OOS Start Date
Oct 1, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Us equities,equal-weight,threshold rebalancing,large-cap,tech tilt,concentrated,overlap risk,buy-and-hold
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

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

"Threshold demo" is currently allocated toDIA, QQQ, SPYandAAPL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Threshold demo" has returned 21.62%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Threshold demo" is 21.69%. 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 "Threshold demo", 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.