Composer · investment strategy
by Composer Technologies · via Composer
A very simple, equal‑weight portfolio: 50% Bloom Energy (BE) and 50% “BETA,” rebalanced daily. It’s highly concentrated and likely volatile. Please confirm what the BETA ticker represents to understand the risk fully.
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 Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
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.
It splits your money evenly between two tickers and resets back to 50/50 every day.<br>- BE is Bloom Energy, a company that makes clean‑energy fuel cell systems.<br>- BETA is unclear from the name alone. Please confirm the exact security. If one holding can’t be bought, that part stays in cash.
A very simple, equal‑weight portfolio: 50% Bloom Energy (BE) and 50% “BETA,” rebalanced daily. It’s highly concentrated and likely volatile. Please confirm what the BETA ticker represents to understand the risk fully.
Out-of-sample annualized return ~28.4% vs SPY ~15%; oos Sharpe ~0.70; Calmar ~1.0. Higher upside but larger drawdowns (max ~28% vs ~3%). For risk-tolerant investors, potential long-run growth can exceed the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | clean energy, concentrated, daily rebalance, equal-weight, high volatility, simple rules, single-stock | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.38% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 7.08% | ||
| Return, trailing 1 month (out-of-sample) | 4.73% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 22.20% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.00 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.44% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.70 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 69.68% |
Composer Technologies · Composer
Composer Technologies · Composer
