Women CEO Strategy Enhanced
Today’s Change (Mar 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A weekly, risk-managed stock strategy focused on women-led companies. It picks the 10 with the biggest recent moves, then gives larger weights to steadier names and smaller weights to the jumpier ones.
How it works- Start with a list of big U.S. companies tied to women CEOs.
- Each week, measure which of these stocks moved around the most over the last month and pick the top 10.
- Size each pick by “steadiness” over the past year: steadier gets more, jumpier gets less.
- Rebalance weekly.
Value propOut-of-sample, this women-led strategy outperforms the S&P: ~34% annualized return vs ~15%; Sharpe ~1.28 vs ~0.84; Calmar ~1.36. Weekly risk-controlled sizing tilts to steadier names for higher long-run upside.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.08 | 1.19 | 0.72 | 0.85 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 292.96% | 13.73% | -0.15% | 0.4% | 0.81 | |
| 989.89% | 25.17% | -1% | 1.66% | 1.02 |
Initial Investment
$10,000.00
Final Value
$108,989.48Regulatory Fees
$97.13
Total Slippage
$612.52
Invest in this strategy
OOS Start Date
Nov 26, 2024
Trading Setting
Weekly
Type
Stocks
Category
Equities,thematic,women-led companies,volatility targeting,large-cap us,risk-managed momentum,weekly rebalance
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
ACN
Accenture PLC
Stocks
AMD
Advanced Micro Devices
Stocks
ANET
Arista Networks
Stocks
BBY
Best Buy Company, Inc.
Stocks
CLX
Clorox Company
Stocks
CMS
CMS Energy Corporation
Stocks
DKS
Dick's Sporting Goods, Inc.
Stocks
DUK
Duke Energy Corporation
Stocks
ELV
Elevance Health, Inc.
Stocks
GM
General Motors Company
Stocks