Composer · investment strategy
by Composer Technologies · via Composer
An equal-weight basket of 11 hand-picked, growth-tilted stocks (tech, crypto, brokers, AI, consumer). Rebalanced daily back to equal size. High volatility, no market timing—pure, concentrated thematic exposure.
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.
It splits your money evenly across 11 chosen stocks and resets them back to equal size every trading day. There’s no market timing or indicator—just a fixed, hand-picked list held at equal weights. Expect frequent small trades to keep the balance.
An equal-weight basket of 11 hand-picked, growth-tilted stocks (tech, crypto, brokers, AI, consumer). Rebalanced daily back to equal size. High volatility, no market timing—pure, concentrated thematic exposure.
An equal-weight 11-name growth basket focused on AI/tech leadership. Daily rebalances chase leadership shifts and diversify beyond the S&P 500, with higher beta and larger drawdowns—intended for risk-tolerant growth seekers.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | consumer discretionary, crypto-exposed, daily rebalance, equal-weight, growth/tech, high volatility, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.91% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 24.05% | ||
| Return, trailing 1 month (out-of-sample) | -3.59% | ||
| Return, trailing 1 year (out-of-sample) | -25.23% | ||
| Return, trailing 3 months (out-of-sample) | -11.15% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.32 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.82% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.51 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 48.02% |
Collective2
Composer Technologies · Composer
