Composer · investment strategy
by Composer Technologies · via Composer
Own 5 stocks from a hand‑picked list of AI‑resistant businesses, chosen by strongest 6‑month trend, equally weighted and refreshed every quarter to keep riding winners while avoiding big slumps.
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 starts with a small club of companies whose businesses are hard for AI to replace (think building materials, healthcare services, tobacco, live events, theme parks, plumbing distribution, timber). Every quarter it looks at the last 6 months of performance, buys the 5 that have risen the most, splits the money evenly, and holds until the next quarter. It aims for smoother rotation by favoring steadier recent trends.
Own 5 stocks from a hand‑picked list of AI‑resistant businesses, chosen by strongest 6‑month trend, equally weighted and refreshed every quarter to keep riding winners while avoiding big slumps.
AI-resistant momentum strategy offers diversification with low market beta (~0.61) and solid risk-adjusted performance (Calmar ~1.10). Out-of-sample: ~16.8% annualized return vs SPX ~19.0%, but higher drawdowns (~15.2% vs ~8.9%).
Longer trend: Top 5 AI-resistant stocks by 180-day momentum, rebalanced quarterly for smoother rotation.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | ai-resistant theme, concentrated portfolio, equal-weight, equities, medium-term trend, momentum, quarterly rebalance | ||
| Asset classes / instruments | equities |
| Rebalance frequency | quarterly |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.77% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 15.34% | ||
| Return, trailing 1 month (out-of-sample) | -2.55% | ||
| Return, trailing 1 year (out-of-sample) | -6.15% | ||
| Return, trailing 3 months (out-of-sample) | -8.82% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.10 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.23% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.83 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 21.65% |
Collective2
Quantbase · Surmount
