Composer · investment strategy
by Composer Technologies · via Composer
A long-only stock portfolio split 70/30 across two baskets with fixed weights. Heavy in healthcare (LLY, NVO), waste services (WM, RSG), AI/semis (AVGO, NVDA, SMCI), and power gear (POWL), with some energy and small speculative names. Rebalanced once a year.
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’s a pre-set stock mix split 70%/30% across two baskets. Each stock has a fixed percentage. Once a year you trade back to those targets—no timing or indicators.<br>Big weights: Eli Lilly, Novo Nordisk, Broadcom, Waste Management/Republic, Powell Industries, Exxon; plus Nvidia/Super Micro. Tiny slice of a 2× energy fund (ERX).
A long-only stock portfolio split 70/30 across two baskets with fixed weights. Heavy in healthcare (LLY, NVO), waste services (WM, RSG), AI/semis (AVGO, NVDA, SMCI), and power gear (POWL), with some energy and small speculative names. Rebalanced once a year.
Disciplined, rules-based 70/30 strategy with annual rebalances. Out-of-sample: ~14.1% annual return, 0.73 Sharpe, 0.65 Calmar, diversified exposure to healthcare, AI/semis and energy—transparent, complementary to the S&P 500.
Simple Savings Account (Rebalanced Yearly) ~50% CAGR
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | annual rebalance, concentrated, growth + defensive moats, includes leveraged etf, long-only equities, multi-sector | ||
| Asset classes / instruments | equities |
| Rebalance frequency | yearly |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.09% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 30.91% | ||
| Return, trailing 1 month (out-of-sample) | 0.63% | ||
| Return, trailing 1 year (out-of-sample) | 13.53% | ||
| Return, trailing 3 months (out-of-sample) | -3.37% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.65 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.61% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.73 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 21.30% |
Collective2
Quantbase · Surmount
