Composer · investment strategy
by Composer Technologies · via Composer
A simple, rules‑based portfolio that equally spreads money across four low‑cost ETFs tracking large U.S. growth stocks (heavy in tech). Aim: ride megacap growth while capping single‑stock concentration and keeping fees low; expect higher volatility.
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.
It splits your money evenly across four broad U.S. stock funds focused on big, fast‑growing companies: QQQ (Nasdaq‑100: big tech names), IWY (top 200 U.S. growth), VONG and IWF (Russell 1000 Growth). Each fund has >10‑yr history, fees <0.25%, and no stock >15%. Exposure is mostly tech, consumer discretionary, and communications. It rebalances daily to keep the weights equal.
A simple, rules‑based portfolio that equally spreads money across four low‑cost ETFs tracking large U.S. growth stocks (heavy in tech). Aim: ride megacap growth while capping single‑stock concentration and keeping fees low; expect higher volatility.
Out-of-sample edge: 28.72% annualized return vs SPY's 24.60%, with a Calmar of 2.53 - strong risk-adjusted growth. Low-cost, transparent megacap growth exposure; higher potential upside, but drawdowns can be larger than SPY.
10Y+ Backtest Top Holding < 15% Expense Ratio < 0.25%
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | equal-weight, etf portfolio, large-cap growth, rules-based, tech-heavy, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.72% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 17.39% | ||
| Return, trailing 1 month (out-of-sample) | 4.69% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 3.98% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.53 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.35% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.42 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 19.12% |
Composer Technologies · Composer
Composer Technologies · Composer
