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Symphonies
Women CEO Strategy Enhanced
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A weekly-updated portfolio of U.S. companies led by women CEOs. It picks the 10 with the calmest recent price moves and puts more money into the ones that have been steadier over the past year, spreading exposure across several sectors.
NutHow it works
Start with big U.S. companies run by women CEOs (e.g., AMD, Oracle, UPS, Clorox, GM, Duke Energy, Vertex, Northrop, Ulta, Occidental). Each week it: - Looks at the last 20 trading days and picks the 10 stocks with the smoothest (least bumpy) prices. - Gives bigger weights to stocks that have been steadier over the past year and smaller weights to jumpier ones. Sectors: Tech, Health, Utilities, Consumer, Energy, Industrials, Real Estate.
CheckmarkValue prop
Out-of-sample edge: 32.6% annualized return vs S&P 14.8%, Sharpe 1.23 vs 0.83, Calmar 1.28. A disciplined 10-stock, women-led, low-vol tilt with weekly rebalancing for steadier upside and stronger risk-adjusted returns.

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Invest in this strategy
OOS Start Date
Nov 26, 2024
Trading Setting
Weekly
Type
Stocks
Category
Equities, women-led theme, low-volatility tilt, multi-sector, s&p 500 subset, weekly rebalanced
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

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.

"Women CEO Strategy Enhanced" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Women CEO Strategy Enhanced" is currently allocated toGM, DKS, BBY, VRTX, ACN, ORCL, NOC, AMD, ANETandOXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Women CEO Strategy Enhanced" has returned 32.57%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Women CEO Strategy Enhanced" is 25.36%. 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 "Women CEO Strategy Enhanced", 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.