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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple buy-and-hold: put equal amounts into five stocks—Genpact, Realty Income, AT&T, Eni ADR, and Macy’s. No scheduled rebalancing. Mix of income (dividends) and sector variety, but concentrated in only five names.
NutHow it works
It splits your money evenly across five stocks—Genpact (IT services), Realty Income (a real estate landlord), AT&T (telecom), Eni ADR (oil & gas), and Macy’s (retail)—about 20% each. There’s no set rebalancing schedule, so weights drift as prices move.
CheckmarkValue prop
{"type":"object","properties":{"value_proposition":{"type":"string","description":"Five-equal-weight stock basket for income and growth. Out-of-sample: ~17% annualized return, Sharpe ~1.04, Calmar ~1.18, max drawdown ~14.4%, beta ~0.55. Strong risk-adjusted results with lower drawdown versus the S&P 500."}}
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
-0
0.96
0.65
0.81
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
529.01%
10.59%
-1.67%
2.89%
0.6
350.72%
8.59%
5.25%
11.92%
0.47
Initial Investment
$10,000.00
Final Value
$45,072.42
Regulatory Fees
$1.37
Total Slippage
$7.99
Invest in this strategy
OOS Start Date
Jul 21, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Buy-and-hold, equal-weight, dividend-tilted, multi-sector, 5-stock, us + international adr, low turnover
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type