Composer · investment strategy
by Composer Technologies · via Composer
A one‑stock rotation across Lockheed Martin (LMT), Tesla (TSLA), Palantir (PLTR), and RTX Corp. (RTX). Oil surge favors LMT; deep TSLA pullbacks can be bought; otherwise hold LMT if trending up or the stronger of PLTR/RTX by RSI.
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.
Own one of: LMT (Lockheed Martin), TSLA (Tesla), PLTR (Palantir), or RTX (RTX Corp.).<br>Signals: USO (oil fund) 10‑day return; 30/60‑day moving averages (trend lines); RSI, a 0–100 “speed” gauge—low = oversold.<br>Rules: If oil up >5% in 10 days → LMT. Else, if PLTR above its 30‑day avg, buy TSLA only if RSI<35 (if not, require RSI<25). If not TSLA, pick LMT if above its 60‑day avg; else the higher‑RSI name between PLTR and RTX.
A one‑stock rotation across Lockheed Martin (LMT), Tesla (TSLA), Palantir (PLTR), and RTX Corp. (RTX). Oil surge favors LMT; deep TSLA pullbacks can be bought; otherwise hold LMT if trending up or the stronger of PLTR/RTX by RSI.
Out-of-sample return ~39.7%/yr, Sharpe ~1.16, beta ~0.08, max drawdown ~18.6%, Calmar ~2.14. A single-stock rotation (LMT/TSLA/PLTR/RTX) using oil signals and momentum/mean-reversion aims for higher risk-adjusted gains vs. the S&P 500.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | aerospace & defense tilt, mean reversion, momentum, oil signal, single-stock rotation, technical rules | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 0.25% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.72% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 28.17% | ||
| Return, trailing 1 month (out-of-sample) | 16.53% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 18.80% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.14 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.56% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.16 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 33.84% |
Collective2
Composer Technologies · Composer
