Composer · investment strategy
by Composer Technologies · via Composer
A simple daily switch: buy BETA only when it looks washed‑out (RSI < 30); otherwise stay fully in Bloom Energy (BE). Aims to buy market dips and otherwise ride BE’s moves.
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.
Each day it checks BETA’s 14‑day RSI—a 0–100 gauge of recent price speed; below 30 often means “oversold.” If RSI < 30, it buys BETA (an ETF the author chose, likely broad market) to catch a rebound. Otherwise it holds BE (Bloom Energy). It’s 100% in one or the other, rebalanced daily.
A simple daily switch: buy BETA only when it looks washed‑out (RSI < 30); otherwise stay fully in Bloom Energy (BE). Aims to buy market dips and otherwise ride BE’s moves.
Not a substitute for the S&P: out-of-sample shows negative return (-16.9%), large drawdowns (~44%), and weaker risk-adjusted results. If used, keep it as a small, high‑risk tactical sleeve for diversification, not core equity.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | broad market, clean energy, daily rebalance, momentum, rsi dip-buying, single stock + etf, tactical allocation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -16.89% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -4.94% | ||
| Return, trailing 1 month (out-of-sample) | 4.17% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 9.14% |
| Calmar ratio, out-of-sample period (out-of-sample) | -0.38 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.51% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.33 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 105.50% |
Collective2
Composer Technologies · Composer
