Algorithmic Trading: Top 100 Stocks by Market Cap in 2021

Explore algorithmic trading strategies using the top 100 stocks by market capitalization in 2021, including monthly rebalancing with equal and market cap weighting, and applying limits to the top stocks.

Aurora: Hello. Would you like to create a new algorithmic trading strategy?

User: What 100 stocks had the highest market cap in 2021

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 30 days to maintain equal weight across all 100 stocks. The goal is to ensure that each stock constitutes 1% of the portfolio's total value, providing diversification across a broad range of market-leading companies. The strategy will automatically adjust the holdings to align with the equal-weight allocation, buying underperforming stocks and selling overperforming ones. The initial value is $10,000. The full 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 weighted by 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 30 days, weighting each stock by its market capitalization. The goal is to align the portfolio's composition with the relative size of each company in the market, providing exposure to the largest and most influential players. The strategy will automatically adjust the holdings to reflect changes in market capitalization, increasing the allocation to companies that have grown and decreasing the allocation to those that have declined. The initial value is $10,000. The full 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.…

User: Of the 100, create a strategy that rebalances all of them every month at equal weight. Apply a limit to the top 50 by 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 30 days to maintain equal weight across the top 50 stocks by market cap. The goal is to ensure that each of the top 50 stocks constitutes 2% of the portfolio's total value, providing diversification across a range of market-leading companies. The strategy will automatically adjust the holdings to align with the equal-weight allocation, buying underperforming stocks and selling overperforming ones. The initial value is $10,000. The full 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 weighted by market cap. Apply a limit to the top 50 by 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 30 days, weighting each stock by its market capitalization, with a limit applied to the top 50 stocks by market cap. The goal is to align the portfolio's composition with the relative size of the top 50 companies in the market, providing exposure to the largest and most influential players while still considering a broader range of stocks. The strategy will automatically adjust the holdings to reflect changes in market capitalization, increasing the allocation to companies that have grown and decreasing the allocation to those that have declined, focusing on the top 50. The initial value is $10,000. The full 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,…

User: Of the 100, create a strategy that rebalances all of them every month at equal weight. Apply a limit to the top 25 by 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 30 days to maintain equal weight across the top 25 stocks by market cap. The goal is to ensure that each of the top 25 stocks constitutes 4% of the portfolio's total value, providing diversification across a range of market-leading companies. The strategy will automatically adjust the holdings to align with the equal-weight allocation, buying underperforming stocks and selling overperforming ones. The initial value is $10,000. The full 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 weighted by market cap. Apply a limit to the top 25 by 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 30 days, weighting each stock by its market capitalization, with a limit applied to the top 25 stocks by market cap. The goal is to align the portfolio's composition with the relative size of the top 25 companies in the market, providing exposure to the largest and most influential players while still considering a broader range of stocks. The strategy will automatically adjust the holdings to reflect changes in market capitalization, increasing the allocation to companies that have grown and decreasing the allocation to those that have declined, focusing on the top 25. The initial value is $10,000. The full 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,…