Composer · investment strategy
by Composer Technologies · via Composer
Equal-weight trend-following in Apple, Microsoft, and Alphabet. Own each stock only when its 50‑day average is above its 200‑day; otherwise park that slice in BIL (T‑bill ETF). Daily checks aim to ride uptrends and cut downside.
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 Capital preservation 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.
Split the portfolio into three equal buckets: Apple, Microsoft, and Alphabet (Google). For each bucket, if the stock’s short-term average price (~50 trading days) is above its long-term average (~200), own the stock; otherwise hold BIL, a very short‑term U.S. T‑bill ETF (cash‑like). Checks daily and rebalances.<br>Focus: mega‑cap US tech/communication for liquidity and leadership; you may hold 0–3 stocks, with the rest in T‑bills.
Equal-weight trend-following in Apple, Microsoft, and Alphabet. Own each stock only when its 50‑day average is above its 200‑day; otherwise park that slice in BIL (T‑bill ETF). Daily checks aim to ride uptrends and cut downside.
Rules-based trend strategy on AAPL, MSFT, and GOOGL that parks in cash when trends fade. Out-of-sample, it features lower beta (~0.46) and smaller drawdowns (~13.8% vs 14.7%), plus Calmar ~1.11 and Sharpe ~1.05—strong risk-adjusted upside protection vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | cash/t-bills, daily rebalance, equities, moving average, risk-on/risk-off, tactical allocation, trend-following, us large-cap tech | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.33% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 25.77% | ||
| Return, trailing 1 month (out-of-sample) | 7.40% | ||
| Return, trailing 1 year (out-of-sample) | 23.46% | ||
| Return, trailing 3 months (out-of-sample) | 3.59% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.11 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.84% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 14.67% |
Composer Technologies · Composer
Composer Technologies · Composer
