Composer · investment strategy
by Composer Technologies · via Composer
A simple “buy the dip” system on Apple, Microsoft, and Amazon: if a stock is below its 50‑day average, own it; otherwise hold BIL (a cash‑like T‑bill ETF). Equal-weight across the three slots, rebalanced daily.
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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
Each day, the portfolio looks at Apple, Microsoft, and Amazon. For each one, it compares today’s price to its average over the last 50 trading days (a simple “typical recent price”). If today’s price is lower, it buys that stock; if not, it parks that slice in BIL, a short‑term U.S. Treasury bill ETF. The three slices are equal-sized and the check happens daily.
A simple “buy the dip” system on Apple, Microsoft, and Amazon: if a stock is below its 50‑day average, own it; otherwise hold BIL (a cash‑like T‑bill ETF). Equal-weight across the three slots, rebalanced daily.
Low-beta, rule-based exposure to AAPL/MSFT/AMZN with BIL hedges when prices aren’t below the 50-day MA. Diversifies risk, offers transparent, mechanical decisions, and potential risk-adjusted participation in mean-reverting markets versus SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, mean reversion, mega-cap tech, t-bills etf, tactical, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.69% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.38% | ||
| Return, trailing 1 month (out-of-sample) | 4.42% | ||
| Return, trailing 1 year (out-of-sample) | 22.82% | ||
| Return, trailing 3 months (out-of-sample) | 16.83% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.89 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.58% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.84 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 19.77% |
Composer Technologies · Composer
Composer Technologies · Composer
