Composer · investment strategy
by Composer Technologies · via Composer
A simple on/off switch using the Nasdaq‑100’s 200‑day trend: in uptrends, hold a 5‑stock AI/semiconductor basket sized by recent steadiness; in downtrends, sit in short‑term T‑bills. Daily rebalancing.
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.
It watches QQQ (the Nasdaq‑100 ETF). If QQQ’s price is above its 200‑day average, it buys five AI/semiconductor names—NVIDIA (NVDA), Taiwan Semi (TSM), Palantir (PLTR), Arista (ANET), Broadcom (AVGO)—and gives bigger weights to the steadier ones over ~20 days. If not, it moves to BIL (short‑term U.S. T‑bills). Rebalanced daily.
A simple on/off switch using the Nasdaq‑100’s 200‑day trend: in uptrends, hold a 5‑stock AI/semiconductor basket sized by recent steadiness; in downtrends, sit in short‑term T‑bills. Daily rebalancing.
Out-of-sample annualized return ~52%, Sharpe ~1.49, Calmar ~3.49, with a cash hedge in downturns. Captures AI/semiconductor leadership in uptrends while protecting capital in risk-off periods—strong risk-adjusted upside vs. the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | inverse-vol weighting, risk-on/risk-off, t-bills hedge, tactical allocation, tech/ai equities, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 52.07% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 29.41% | ||
| Return, trailing 1 month (out-of-sample) | 8.35% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 16.25% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.49 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.91% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.49 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 31.75% |
Collective2
Composer Technologies · Composer
