Composer · investment strategy
by Composer Technologies · via Composer
Buys the 5 developed‑country stock ETFs that fell the most over ~200 trading days, splitting money equally among them. Rebalanced daily. It’s a contrarian bet that recent laggards will bounce back; country and sector exposure rotates.
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 International equities 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.
Universe: broad stock market ETFs for developed countries (US, Canada, UK, Germany, France, Japan, Australia, etc.).<br>Each day it looks back ~200 trading days, ranks them by performance, and buys the 5 worst equally.<br>Rebalanced daily. The bet: recent losers may rebound. Sector mix shifts with the countries picked.
Buys the 5 developed‑country stock ETFs that fell the most over ~200 trading days, splitting money equally among them. Rebalanced daily. It’s a contrarian bet that recent laggards will bounce back; country and sector exposure rotates.
Contrarian mean-reversion across 23 developed markets: daily bottom-5 losers, equally weighted. Out-of-sample: ~15% annualized return, ~14% max drawdown (vs SPY ~18.8%), Calmar 1.07, beta ~0.70 — lower market risk vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | contrarian momentum, country rotation, daily rebalance, developed markets, equities, mean reversion | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.97% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 31.46% | ||
| Return, trailing 1 month (out-of-sample) | -3.94% | ||
| Return, trailing 1 year (out-of-sample) | 14.35% | ||
| Return, trailing 3 months (out-of-sample) | -0.15% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.07 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.98% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 15.59% |
Composer Technologies · Composer
Composer Technologies · Composer
