Composer · investment strategy
by Composer Technologies · via Composer
A concentrated AI/robotics portfolio with a 21% momentum sleeve that keeps buying the 2 strongest funds (or shifts to safer picks) across multiple lookbacks, plus small diversifiers and a credit hedge. High risk, high theme exposure.
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 Thematic 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.
Goal: ride the AI/robotics boom with a small safety net.<br>About 79% stays in preset bets (Tesla, Nvidia, several robotics/AI funds) plus small ballast in Berkshire, dividend‑growers, small‑value, commodities/metals, and a tiny credit hedge.<br>The other 21% rotates into the 2 strongest funds (checked over several timeframes). Trades only if weights drift ~3%.
A concentrated AI/robotics portfolio with a 21% momentum sleeve that keeps buying the 2 strongest funds (or shifts to safer picks) across multiple lookbacks, plus small diversifiers and a credit hedge. High risk, high theme exposure.
AI/robotics tilt with momentum and ballast. OOS: -5.9%/yr, Calmar -0.50, max drawdown 11.75%. While the backtest underperforms the S&P, it adds distinctive tech exposure and non-correlated hedges (bonds, commodities) for diversification.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | ai, commodities, credit hedge, momentum, precious metals, robotics, tactical allocation, thematic | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 3.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | -5.88% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -1.53% | ||
| Return, trailing 1 month (out-of-sample) | 0.62% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -1.53% |
| Calmar ratio, out-of-sample period (out-of-sample) | -0.50 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.75% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -0.09 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 27.63% |
Collective2
Composer Technologies · Composer
