Composer · investment strategy
by Composer Technologies · via Composer
Equal-weight mix of four US large-cap growth/momentum ETFs (QQQ, IWY, XLG, SPMO), rebalanced daily. Heavily concentrated in mega-cap tech and similar names; aims for higher growth with bigger ups and downs.
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 funds: QQQ (Nasdaq‑100 leaders), IWY (top 200 U.S. growth companies), XLG (50 largest S&P 500 firms), and SPMO (S&P 500 stocks with strong recent momentum). It rebalances daily to keep ~25% in each. This clusters in big tech–like names.
Equal-weight mix of four US large-cap growth/momentum ETFs (QQQ, IWY, XLG, SPMO), rebalanced daily. Heavily concentrated in mega-cap tech and similar names; aims for higher growth with bigger ups and downs.
Out-of-sample: 27.7% annualized return vs SPY 20.1%, with strong risk-adjusted metrics (Calmar 2.59; Sharpe ~1.36). A daily, equal-weight mega-cap growth/momentum basket targets higher upside with controlled risk.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | concentrated risk, daily rebalance, equal-weight etf basket, large-cap growth, mega-cap tech tilt, momentum, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.66% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 17.79% | ||
| Return, trailing 1 month (out-of-sample) | 3.48% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 3.15% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.59 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.68% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 19.52% |
Composer Technologies · Composer
Composer Technologies · Composer
