Composer · investment strategy
by Composer Technologies · via Composer
A 15-holding, tech-tilted U.S. portfolio with monthly rebalancing. Blends mega-cap tech with payments, defense, healthcare, and consumer staples, plus a 5% slice of long-term Treasuries (TLT) for ballast. Looks for new stocks weekly.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
No published holdings for this strategy.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
No holdings on file, so nothing to test.
Strategies that share its Fundamental research label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
6 missing
The text the rules are quoted from, with where it came from.
Holds 15 names at set weights; rebalances monthly.<br>Core tech growth: MSFT, NVDA, ORCL, AVGO, XLK (tech ETF).<br>Payments/markets: MA, CBOE.<br>Defense: LMT; ITA (aerospace & defense ETF).<br>Healthcare: LLY; XLV (healthcare ETF).<br>Everyday goods: COST; XLP (consumer-staples ETF).<br>Industrial cash cow: WM.<br>Shock absorber: TLT (long-term U.S. Treasury bonds ETF).<br>Scans weekly for new picks.
A 15-holding, tech-tilted U.S. portfolio with monthly rebalancing. Blends mega-cap tech with payments, defense, healthcare, and consumer staples, plus a 5% slice of long-term Treasuries (TLT) for ballast. Looks for new stocks weekly.
Tech-forward, diversified U.S. portfolio with a 5% Treasury hedge. Out-of-sample Calmar 1.59 and beta ~0.72 signal steadier risk-adjusted growth and lower market sensitivity versus the S&P 500, with disciplined monthly rebalancing.
Follow copy CR 10.1% looks for new stocks weekly
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | consumer staples, defense, diversified u.s. equities, healthcare, large-cap tech tilt, monthly rebalance, partial bond hedge, sector etfs | ||
| Asset classes / instruments | equities |
| Rebalance frequency | monthly |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.46% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 17.19% | ||
| Return, trailing 1 month (out-of-sample) | 0.93% | ||
| Return, trailing 1 year (out-of-sample) | 9.43% | ||
| Return, trailing 3 months (out-of-sample) | 4.54% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.59 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.07% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.72% |
Collective2
Quantbase · Surmount
