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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 stock mix drawn from women-led U.S. companies. It picks the 10 with the biggest recent moves, then gives more weight to the calmer ones to balance risk. Broad exposure across tech, healthcare, utilities, retail, energy, and more.
NutHow it works
Starts from a fixed list of large U.S. companies known to have women CEOs in recent years (e.g., AMD, ORCL, GM, UPS, CLX, VRTX, NOC, OXY). Each week it: 1) finds the 10 that moved the most over the last month; 2) spreads money across those 10, giving bigger weights to the steadier names (measured over ~1 year). Rebalances weekly. Sectors: tech, healthcare, utilities, retail, energy, defense, logistics, real estate, autos.
CheckmarkValue prop
Out-of-sample, this strategy aims for ~34% annualized return vs ~15% for the S&P, with Sharpe ~1.28 vs ~0.84 and Calmar ~1.36, delivering stronger risk-adjusted upside, driven by volatility-based stock selection and inverse-vol weighting.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.081.190.720.85
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
284.74%13.45%-1.77%0.2%0.79
Women CEO Strategy Enhanced
970.55%24.87%-2.14%1.5%1.01
Initial Investment
$10,000.00
Final Value
$107,054.51
Regulatory Fees
$97.55
Total Slippage
$615.39
Invest in this strategy
OOS Start Date
Nov 26, 2024
Trading Setting
Weekly
Type
Stocks
Category
Equities, women-led companies, volatility targeting, weekly rebalance, risk-managed, multi-sector
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 toTPR, ULTA, ELV, BBY, VRTX, ACN, ORCL, AMD, ANETandOXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Women CEO Strategy Enhanced" has returned 22.61%. 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, and options.