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Top 100 Stocks by Market Cap in 2018 & 2019 + Strategy Creation
Analysis of the top 100 stocks by market capitalization in 2018 and 2019, followed by the creation of a monthly rebalancing strategy based on filtered market cap data and backtesting.
User: What are the top 100 stocks by market cap as of 2018?
Aurora: Here's a summary of the top stocks by market capitalization as of December 31, 2018: ### Top Stocks by Market Capitalization (December 31, 2018) | Ticker | Market Cap (USD) | Date | | :----- | :----------------- | :--------- | | [MSFT](https://nexustrade.io/stock/MSFT) | $788,792,620,000 | 2018-12-31 | | [AAPL](https://nexustrade.io/stock/AAPL) | $764,652,063,780 | 2018-12-31 | | [AMZN](https://nexustrade.io/stock/AMZN) | $752,486,970,000 | 2018-12-31 | | [GOOGL](https://nexustrade.io/stock/GOOGL) | $735,504,206,431.51 | 2018-12-31 | | [GOOG](https://nexustrade.io/stock/GOOG) | $728,923,127,414.00 | 2018-12-31 | | [BRK-B](https://nexustrade.io/stock/BRK-B) | $503,371,644,366.06 | 2018-12-31 | | [BRK-A](https://nexustrade.io/stock/BRK-A) | $502,124,274,000 | 2018-12-31 | | [META](https://nexustrade.io/stock/META) | $382,618,937,500 | 2018-12-31 | | [JNJ](https://nexustrade.io/stock/JNJ) | $351,996,780,000.00 | 2018-12-31 | | [JPM](https://nexustrade.io/stock/JPM) | $331,574,237,220 | 2018-12-31 | | [V](https://nexustrade.io/stock/V) | $304,253,640,000 | 2018-12-31 | | [XOM](https://nexustrade.io/stock/XOM) | $291,442,191,798.57 | 2018-12-31 | | [WMT](https://nexustrade.io/stock/WMT…
User: Create this strategy. Every month, rebalance the new 100 stocks weighted by market cap excluding BRK-A and GOOG (because we have BRK-B and GOOGL). Filter to only include * stocks below the 200 day SMA OR * we have positions in our portfolio and the positions percent gain is less than 10% Limit 7. The only condition is every 30 days
Aurora: **Description**: This portfolio implements a monthly rebalancing strategy that focuses on a filtered selection of the top 2018 market capitalization stocks. The strategy aims to identify potential buying opportunities in stocks that are either currently undervalued (trading below their 200-day Simple Moving Average) or are existing holdings that have not yet achieved significant gains (less than 10% profit). The portfolio starts with an initial value of $10,000. Every 30 days, the strategy will evaluate the provided list of stocks, excluding BRK-A and GOOG (as BRK-B and GOOGL are already included). From the remaining stocks, it will filter for those that meet one of two conditions: 1. The stock's current price is below its 200-day Simple Moving Average, indicating a potential dip or undervaluation. 2. The portfolio currently holds a position in the stock, and that position's percentage gain is less than 10%, suggesting an opportunity to average down or add to a position that hasn't fully realized its potential. From the stocks that satisfy either of these conditions, the strategy will then select the top 7 stocks with the highest market capitalization and rebalance the portfolio t…
User: Create these backtests: * 01/01/2018 to 01/01/2019 * 01/01/2018 to 01/01/2020
Aurora: I'll create backtest configurations for your "Monthly Filtered Market Cap Rebalance" strategy across the two specified time periods. Here's the JSON configuration:
User: What are the top 100 stocks by market cap as of 2019?
Aurora: Here's a detailed summary of the top stocks by market capitalization as of December 31, 2019, based on the provided data: ### Top Stocks by Market Capitalization (December 31, 2019) | Ticker | Market Cap (USD) | Date | | :----- | :----------------- | :--------- | | [AAPL](https://nexustrade.io/stock/AAPL) | $1,327,407,531,450 | 2019-12-31 | | [MSFT](https://nexustrade.io/stock/MSFT) | $1,215,867,000,000 | 2019-12-31 | | [GOOGL](https://nexustrade.io/stock/GOOGL) | $935,160,384,518.37 | 2019-12-31 | | [GOOG](https://nexustrade.io/stock/GOOG) | $933,505,653,550.31 | 2019-12-31 | | [AMZN](https://nexustrade.io/stock/AMZN) | $931,311,360,000 | 2019-12-31 | | [META](https://nexustrade.io/stock/META) | $589,888,500,000 | 2019-12-31 | | [BRK-B](https://nexustrade.io/stock/BRK-B) | $554,812,152,037.50 | 2019-12-31 | | [BRK-A](https://nexustrade.io/stock/BRK-A) | $551,819,487,220 | 2019-12-31 | | [JPM](https://nexustrade.io/stock/JPM) | $447,640,443,600 | 2019-12-31 | | [V](https://nexustrade.io/stock/V) | $423,338,700,000 | 2019-12-31 | | [JNJ](https://nexustrade.io/stock/JNJ) | $389,458,313,000 | 2019-12-31 | | [WMT](https://nexustrade.io/stock/WMT) | $340,001,237,139 | 2019-12-31 | | [P…
User: Create this strategy. Every month, rebalance the 2019 list of 100 stocks weighted by market cap excluding BRK-A and GOOG (because we have BRK-B and GOOGL). Filter to only include * stocks below the 200 day SMA OR * we have positions in our portfolio and the positions percent gain is less than 10% Limit 7. The only condition is every 30 days
Aurora: **Description**: This portfolio implements a monthly rebalancing strategy that targets a specific subset of the top 2019 market capitalization stocks. The strategy aims to identify and invest in stocks that are either currently trading below their 200-day Simple Moving Average (SMA), indicating a potential value opportunity or a temporary dip, or existing positions in the portfolio that have not yet achieved a 10% gain, suggesting an opportunity to average down or add to underperforming but potentially strong assets. The portfolio starts with an initial value of $10,000. Every 30 days, it will re-evaluate the provided list of 2019 top 100 stocks, explicitly excluding BRK-A and GOOG (as their counterparts, BRK-B and GOOGL, are included). From this refined list, the strategy will filter for stocks that meet the condition: `Price(asset) < SimpleMovingAverage(asset, 200)` OR `(PositionValue(asset) > 0 AND PositionPercentChange(asset) < 10)`. Among the stocks that satisfy this filter, the strategy will then select the top 7 with the highest market capitalization and rebalance the portfolio to hold these 7 stocks, weighted proportionally by their market capitalization. This systematic a…
User: For this new portfolio, create these backtests: * 01/01/2019 to 01/01/2020 * 01/01/2019 to 01/01/2021
Aurora: I'll create backtest configurations for your "Monthly Filtered Market Cap Rebalance 2019" strategy across the two specified time periods.