Composer · investment strategy
by Composer Technologies · via Composer
A 1990s‑themed, multi‑strategy portfolio that regularly owns the 3 best recent performers among several stock baskets, tilting toward the steadier ones. It holds big US stocks and can switch to SPY/QQQ or a bond fund (VBF) when markets look hot or jumpy.
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 Fixed income 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 keeps several mini‑portfolios (1990–1999 themes). It ranks them by 30‑day gains and picks the top 3, then gives more money to the calmer ones (lower volatility).<br>Inside: some buy sturdy blue‑chips that just fell (low RSI = “cold”), others ride old‑tech winners (trend), and some switch between SPY/QQQ and a bond fund (VBF) when the market looks overheated (high RSI) or jumpy (high volatility).
A 1990s‑themed, multi‑strategy portfolio that regularly owns the 3 best recent performers among several stock baskets, tilting toward the steadier ones. It holds big US stocks and can switch to SPY/QQQ or a bond fund (VBF) when markets look hot or jumpy.
Out-of-sample, this strategy aims for higher long-run upside than SPY: about 18% annualized return vs 14%, with a Calmar ~1.43. It uses volatility-aware sizing to manage risk, but may exhibit larger drawdowns (≈12.5% vs 4.5%).
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | momentum and mean reversion, multi-strategy ensemble, tactical equity-bond rotation, us large-cap, volatility targeting | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 90.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.97% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 6.64% | ||
| Return, trailing 1 month (out-of-sample) | 4.29% | ||
| Return, trailing 1 year (out-of-sample) | 29.60% | ||
| Return, trailing 3 months (out-of-sample) | 1.51% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.43 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.53% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.85 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 22.66% |
Composer Technologies · Composer
Composer Technologies · Composer
