Composer · investment strategy
by Composer Technologies · via Composer
Half in Berkshire Hathaway (BRK/B), half in a 90/10 stock‑bond mix using SPY (S&P 500) and VGSH (short‑term Treasuries). Daily rebalanced. Aggressive, U.S.-focused, with a small bond buffer and a sizable Berkshire tilt.
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.
It splits your money into two equal buckets and rebalances daily. Bucket 1: Berkshire Hathaway stock (BRK/B). Bucket 2: a 90/10 mix—90% SPY (tracks the S&P 500) and 10% VGSH (short‑term U.S. Treasury bonds). Net weights: 50% BRK/B, 45% SPY, 5% VGSH. Mostly U.S. large caps, with a small Treasury cushion.
Half in Berkshire Hathaway (BRK/B), half in a 90/10 stock‑bond mix using SPY (S&P 500) and VGSH (short‑term Treasuries). Daily rebalanced. Aggressive, U.S.-focused, with a small bond buffer and a sizable Berkshire tilt.
Out-of-sample: ~10.28% annualized return with ~9.62% max drawdown vs SPY's 18.76%. Calmar ~1.07 signals stronger risk-adjusted stability and capital preservation with a Berkshire tilt.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | berkshire tilt, concentrated, daily rebalance, s&p 500, short-term treasuries, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 10.28% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 17.43% | ||
| Return, trailing 1 month (out-of-sample) | 1.97% | ||
| Return, trailing 1 year (out-of-sample) | 10.04% | ||
| Return, trailing 3 months (out-of-sample) | 3.86% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.07 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.62% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.80 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 13.45% |
Collective2
Quantbase · Surmount
