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Algorithmic Trading Strategy: Top 100 Stocks by Market Cap (2021)
Explore algorithmic trading strategies using the top 100 stocks by market cap in 2021, including monthly rebalancing with equal and market cap-weighted allocations for various subsets (Top 5, 10, 25, 50).
Aurora: Hello. Would you like to create a new algorithmic trading strategy?
User: What 100 stocks had the highest market cap in 2021
Aurora: Here's a summary of the top 100 stocks by market capitalization at the end of 2021. ### Top 100 Stocks by Market Cap (Year-End 2021) | Ticker | Company Name | Market Cap (USD) | Date | | :----- | :----------------------------------- | :----------------- | :----------- | | [AAPL](https://nexustrade.io/stock/AAPL) | Apple Inc. | 2,963,222,636,670 | 2021-12-31 | | [MSFT](https://nexustrade.io/stock/MSFT) | Microsoft Corp. | 2,533,019,152,992 | 2021-12-31 | | [GOOG](https://nexustrade.io/stock/GOOG) | Alphabet Inc. | 1,926,437,348,800 | 2021-12-31 | | [AMZN](https://nexustrade.io/stock/AMZN) | Amazon.com Inc. | 1,683,872,000,000 | 2021-12-31 | | [TSLA](https://nexustrade.io/stock/TSLA) | Tesla Inc. | 1,054,666,440,000 | 2021-12-31 | | [META](https://nexustrade.io/stock/META) | Meta Platforms Inc. | 946,488,900,000 | 2021-12-31 | | [NVDA](https://nexustrade.io/stock/NVDA) | NVIDIA Corp. | 735,250,000,000 | 2021-12-31 | | [TSM](https://nexustrade.io/stock/TSM) | Taiwan Semiconductor Mfg. | 623,936,814,508 | 2021-12-31 | | [TM](https://nexustrade.io/stock/TM) | Toyota Motor Corp. | 562,881,338,711 | 2021-12-31 | | [UNH](https://nexustrade.io/stock/UNH) | UnitedHealth Group Inc. | 472,941…
User: Of the 100, create a strategy that rebalances all of them every month at equal weight.
Aurora: **Description**: This portfolio implements a monthly rebalancing strategy for the top 100 stocks by market capitalization as of the end of 2021. The strategy rebalances the portfolio every month (every 30 days) to maintain an equal weight allocation across all 100 stocks. This approach ensures diversification across market leaders, systematically adjusting holdings to capture gains and mitigate risks. The portfolio starts with an initial value of $10,000. For clarity, the complete list of stocks includes AAPL, MSFT, GOOG, AMZN, TSLA, META, NVDA, TSM, TM, UNH, JPM, V, JNJ, HD, WMT, PG, BAC, MA, PFE, DIS, AVGO, ACN, ADBE, CSCO, NFLX, LLY, NKE, TMO, XOM, KO, COST, ABT, PEP, ABBV, ORCL, DHR, CRM, CMCSA, CVX, PYPL, VZ, INTC, QCOM, MCD, WFC, MRK, UPS, LOW, LIN, BHP, INTU, AMD, TXN, MS, UNP, SCHW, PM, TMUS, HON, AMAT, MDT, BLK, BMY, SBUX, CVS, EL, T, AMT, GS, TTE, NOW, RTX, ISRG, AMGN, AXP, PLD, SE, BUD, IBM, C, BA, CHTR, ZTS, SPGI, TGT, ELV, CAT, JD, INFY, DE, MU, ADP, GE, ABNB, MMM, MRNA, SNOW, LRCX and SYK. **JSON**:
User: Of the 100, create a strategy that rebalances all of them every month at weights relative to their market cap
Aurora: **Description**: This portfolio implements a monthly rebalancing strategy for the top 100 stocks by market capitalization as of the end of 2021. The strategy rebalances the portfolio every month (every 30 days) to maintain weights relative to their market cap. This approach ensures diversification across market leaders, systematically adjusting holdings to capture gains and mitigate risks. The portfolio starts with an initial value of $10,000. For clarity, the complete list of stocks includes AAPL, MSFT, GOOG, AMZN, TSLA, META, NVDA, TSM, TM, UNH, JPM, V, JNJ, HD, WMT, PG, BAC, MA, PFE, DIS, AVGO, ACN, ADBE, CSCO, NFLX, LLY, NKE, TMO, XOM, KO, COST, ABT, PEP, ABBV, ORCL, DHR, CRM, CMCSA, CVX, PYPL, VZ, INTC, QCOM, MCD, WFC, MRK, UPS, LOW, LIN, BHP, INTU, AMD, TXN, MS, UNP, SCHW, PM, TMUS, HON, AMAT, MDT, BLK, BMY, SBUX, CVS, EL, T, AMT, GS, TTE, NOW, RTX, ISRG, AMGN, AXP, PLD, SE, BUD, IBM, C, BA, CHTR, ZTS, SPGI, TGT, ELV, CAT, JD, INFY, DE, MU, ADP, GE, ABNB, MMM, MRNA, SNOW, LRCX and SYK. **JSON**:
User: Of the 100, create a strategy that rebalances the top 50 by market cap every month at equal weight.
Aurora: **Description**: This portfolio implements a monthly rebalancing strategy for the top 100 stocks by market capitalization as of the end of 2021. The strategy rebalances the portfolio every month (every 30 days) to maintain an equal weight allocation across the top 50 stocks by market cap. This approach ensures diversification across market leaders, systematically adjusting holdings to capture gains and mitigate risks. The portfolio starts with an initial value of $10,000. For clarity, the complete list of stocks includes AAPL, MSFT, GOOG, AMZN, TSLA, META, NVDA, TSM, TM, UNH, JPM, V, JNJ, HD, WMT, PG, BAC, MA, PFE, DIS, AVGO, ACN, ADBE, CSCO, NFLX, LLY, NKE, TMO, XOM, KO, COST, ABT, PEP, ABBV, ORCL, DHR, CRM, CMCSA, CVX, PYPL, VZ, INTC, QCOM, MCD, WFC, MRK, UPS, LOW, LIN, BHP, INTU, AMD, TXN, MS, UNP, SCHW, PM, TMUS, HON, AMAT, MDT, BLK, BMY, SBUX, CVS, EL, T, AMT, GS, TTE, NOW, RTX, ISRG, AMGN, AXP, PLD, SE, BUD, IBM, C, BA, CHTR, ZTS, SPGI, TGT, ELV, CAT, JD, INFY, DE, MU, ADP, GE, ABNB, MMM, MRNA, SNOW, LRCX and SYK. **JSON**:
User: Of the 100, create a strategy that rebalances the top 50 by market cap relative to their market cap
Aurora: **Description**: This portfolio implements a monthly rebalancing strategy for the top 100 stocks by market capitalization as of the end of 2021. The strategy rebalances the portfolio every month (every 30 days) to maintain weights relative to their market cap across the top 50 stocks by market cap. This approach ensures diversification across market leaders, systematically adjusting holdings to capture gains and mitigate risks. The portfolio starts with an initial value of $10,000. For clarity, the complete list of stocks includes AAPL, MSFT, GOOG, AMZN, TSLA, META, NVDA, TSM, TM, UNH, JPM, V, JNJ, HD, WMT, PG, BAC, MA, PFE, DIS, AVGO, ACN, ADBE, CSCO, NFLX, LLY, NKE, TMO, XOM, KO, COST, ABT, PEP, ABBV, ORCL, DHR, CRM, CMCSA, CVX, PYPL, VZ, INTC, QCOM, MCD, WFC, MRK, UPS, LOW, LIN, BHP, INTU, AMD, TXN, MS, UNP, SCHW, PM, TMUS, HON, AMAT, MDT, BLK, BMY, SBUX, CVS, EL, T, AMT, GS, TTE, NOW, RTX, ISRG, AMGN, AXP, PLD, SE, BUD, IBM, C, BA, CHTR, ZTS, SPGI, TGT, ELV, CAT, JD, INFY, DE, MU, ADP, GE, ABNB, MMM, MRNA, SNOW, LRCX and SYK. **JSON**:
User: Of the 100, create a strategy that rebalances the top 25 by market cap every month at equal weight.
Aurora: **Description**: This portfolio implements a monthly rebalancing strategy for the top 100 stocks by market capitalization as of the end of 2021. The strategy rebalances the portfolio every month (every 30 days) to maintain an equal weight allocation across the top 25 stocks by market cap. This approach ensures diversification across market leaders, systematically adjusting holdings to capture gains and mitigate risks. The portfolio starts with an initial value of $10,000. For clarity, the complete list of stocks includes AAPL, MSFT, GOOG, AMZN, TSLA, META, NVDA, TSM, TM, UNH, JPM, V, JNJ, HD, WMT, PG, BAC, MA, PFE, DIS, AVGO, ACN, ADBE, CSCO, NFLX, LLY, NKE, TMO, XOM, KO, COST, ABT, PEP, ABBV, ORCL, DHR, CRM, CMCSA, CVX, PYPL, VZ, INTC, QCOM, MCD, WFC, MRK, UPS, LOW, LIN, BHP, INTU, AMD, TXN, MS, UNP, SCHW, PM, TMUS, HON, AMAT, MDT, BLK, BMY, SBUX, CVS, EL, T, AMT, GS, TTE, NOW, RTX, ISRG, AMGN, AXP, PLD, SE, BUD, IBM, C, BA, CHTR, ZTS, SPGI, TGT, ELV, CAT, JD, INFY, DE, MU, ADP, GE, ABNB, MMM, MRNA, SNOW, LRCX and SYK. **JSON**:
User: Of the 100, create a strategy that rebalances the top 25 by market cap relative to their market cap
Aurora: **Description**: This portfolio implements a monthly rebalancing strategy for the top 100 stocks by market capitalization as of the end of 2021. The strategy rebalances the portfolio every month (every 30 days) to maintain weights relative to their market cap across the top 25 stocks by market cap. This approach ensures diversification across market leaders, systematically adjusting holdings to capture gains and mitigate risks. The portfolio starts with an initial value of $10,000. For clarity, the complete list of stocks includes AAPL, MSFT, GOOG, AMZN, TSLA, META, NVDA, TSM, TM, UNH, JPM, V, JNJ, HD, WMT, PG, BAC, MA, PFE, DIS, AVGO, ACN, ADBE, CSCO, NFLX, LLY, NKE, TMO, XOM, KO, COST, ABT, PEP, ABBV, ORCL, DHR, CRM, CMCSA, CVX, PYPL, VZ, INTC, QCOM, MCD, WFC, MRK, UPS, LOW, LIN, BHP, INTU, AMD, TXN, MS, UNP, SCHW, PM, TMUS, HON, AMAT, MDT, BLK, BMY, SBUX, CVS, EL, T, AMT, GS, TTE, NOW, RTX, ISRG, AMGN, AXP, PLD, SE, BUD, IBM, C, BA, CHTR, ZTS, SPGI, TGT, ELV, CAT, JD, INFY, DE, MU, ADP, GE, ABNB, MMM, MRNA, SNOW, LRCX and SYK. **JSON**:
User: Of the 100, create a strategy that rebalances the top 10 by market cap every month at equal weight.
Aurora: **Description**: This portfolio implements a monthly rebalancing strategy for the top 100 stocks by market capitalization as of the end of 2021. The strategy rebalances the portfolio every month (every 30 days) to maintain an equal weight allocation across the top 10 stocks by market cap. This approach ensures diversification across market leaders, systematically adjusting holdings to capture gains and mitigate risks. The portfolio starts with an initial value of $10,000. For clarity, the complete list of stocks includes AAPL, MSFT, GOOG, AMZN, TSLA, META, NVDA, TSM, TM, UNH, JPM, V, JNJ, HD, WMT, PG, BAC, MA, PFE, DIS, AVGO, ACN, ADBE, CSCO, NFLX, LLY, NKE, TMO, XOM, KO, COST, ABT, PEP, ABBV, ORCL, DHR, CRM, CMCSA, CVX, PYPL, VZ, INTC, QCOM, MCD, WFC, MRK, UPS, LOW, LIN, BHP, INTU, AMD, TXN, MS, UNP, SCHW, PM, TMUS, HON, AMAT, MDT, BLK, BMY, SBUX, CVS, EL, T, AMT, GS, TTE, NOW, RTX, ISRG, AMGN, AXP, PLD, SE, BUD, IBM, C, BA, CHTR, ZTS, SPGI, TGT, ELV, CAT, JD, INFY, DE, MU, ADP, GE, ABNB, MMM, MRNA, SNOW, LRCX and SYK. **JSON**:
User: Of the 100, create a strategy that rebalances the top 10 by market cap every month at weights relative to their market cap
Aurora: **Description**: This portfolio implements a monthly rebalancing strategy for the top 100 stocks by market capitalization as of the end of 2021. The strategy rebalances the portfolio every month (every 30 days) to maintain weights relative to their market cap across the top 10 stocks by market cap. This approach ensures diversification across market leaders, systematically adjusting holdings to capture gains and mitigate risks. The portfolio starts with an initial value of $10,000. For clarity, the complete list of stocks includes AAPL, MSFT, GOOG, AMZN, TSLA, META, NVDA, TSM, TM, UNH, JPM, V, JNJ, HD, WMT, PG, BAC, MA, PFE, DIS, AVGO, ACN, ADBE, CSCO, NFLX, LLY, NKE, TMO, XOM, KO, COST, ABT, PEP, ABBV, ORCL, DHR, CRM, CMCSA, CVX, PYPL, VZ, INTC, QCOM, MCD, WFC, MRK, UPS, LOW, LIN, BHP, INTU, AMD, TXN, MS, UNP, SCHW, PM, TMUS, HON, AMAT, MDT, BLK, BMY, SBUX, CVS, EL, T, AMT, GS, TTE, NOW, RTX, ISRG, AMGN, AXP, PLD, SE, BUD, IBM, C, BA, CHTR, ZTS, SPGI, TGT, ELV, CAT, JD, INFY, DE, MU, ADP, GE, ABNB, MMM, MRNA, SNOW, LRCX and SYK. **JSON**:
User: Of the 100, create a strategy that rebalances the top 5 by market cap every month at equal weight.
Aurora: **Description**: This portfolio implements a monthly rebalancing strategy for the top 100 stocks by market capitalization as of the end of 2021. The strategy rebalances the portfolio every month (every 30 days) to maintain an equal weight allocation across the top 5 stocks by market cap. This approach ensures diversification across market leaders, systematically adjusting holdings to capture gains and mitigate risks. The portfolio starts with an initial value of $10,000. For clarity, the complete list of stocks includes AAPL, MSFT, GOOG, AMZN, TSLA, META, NVDA, TSM, TM, UNH, JPM, V, JNJ, HD, WMT, PG, BAC, MA, PFE, DIS, AVGO, ACN, ADBE, CSCO, NFLX, LLY, NKE, TMO, XOM, KO, COST, ABT, PEP, ABBV, ORCL, DHR, CRM, CMCSA, CVX, PYPL, VZ, INTC, QCOM, MCD, WFC, MRK, UPS, LOW, LIN, BHP, INTU, AMD, TXN, MS, UNP, SCHW, PM, TMUS, HON, AMAT, MDT, BLK, BMY, SBUX, CVS, EL, T, AMT, GS, TTE, NOW, RTX, ISRG, AMGN, AXP, PLD, SE, BUD, IBM, C, BA, CHTR, ZTS, SPGI, TGT, ELV, CAT, JD, INFY, DE, MU, ADP, GE, ABNB, MMM, MRNA, SNOW, LRCX and SYK. **JSON**: