Composer · investment strategy
by Composer Technologies · via Composer
Equal-weight mix of QQQ, SPY, IWY, and SCHG to bet on U.S. large‑cap growth, especially big tech. Holdings overlap a lot; wins in growth/tech rallies and can fall hard in downturns. Rebalanced daily.
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 money equally (25% each) among four U.S. stock ETFs: QQQ (tracks the Nasdaq-100, heavy in big tech), SPY (tracks the S&P 500, broad market), IWY (top 200 U.S. growth stocks), and SCHG (U.S. large‑cap growth). It rebalances daily back to 25% each.
Equal-weight mix of QQQ, SPY, IWY, and SCHG to bet on U.S. large‑cap growth, especially big tech. Holdings overlap a lot; wins in growth/tech rallies and can fall hard in downturns. Rebalanced daily.
Out-of-sample edge: about 17.8% annualized return vs the S&P's 17.2%, with higher drawdowns (~21.8% vs ~18.8%). Still positive risk-adjusted metrics (Calmar ~0.82; Sharpe ~0.91). Captures tech-growth rallies and long-run upside.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, equal-weight, etf basket, large-cap growth, tech tilt, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.80% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 30.88% | ||
| Return, trailing 1 month (out-of-sample) | 4.28% | ||
| Return, trailing 1 year (out-of-sample) | 15.78% | ||
| Return, trailing 3 months (out-of-sample) | 4.66% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.82 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.75% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.91 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 20.25% |
Composer Technologies · Composer
Composer Technologies · Composer
