Composer · investment strategy
by Composer Technologies · via Composer
A simple, quarterly rebalanced, equal‑weight basket: mostly big‑tech exposure with added oil, uranium, gold‑miner, and Central/Eastern Europe positions. No signals—just hold and reset each quarter.
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.
Every 3 months, it splits your money evenly across 9 holdings, then rebalances back to equal weights. The mix is tech‑heavy (FNGS = a note tracking big tech; NVDA; TSLA; TSM chips; QQA = Nasdaq fund that sells calls for income) plus oil (PBR), uranium/nuclear (NLR), small gold miners (GDXJ), and Central/Eastern Europe stocks (CEE). No market timing.
A simple, quarterly rebalanced, equal‑weight basket: mostly big‑tech exposure with added oil, uranium, gold‑miner, and Central/Eastern Europe positions. No signals—just hold and reset each quarter.
Out-of-sample, this simple quarterly-equal basket targets tech leaders and commodities, delivering ~29% annual return vs ~18% for the S&P 500, with solid risk-adjusted metrics (Calmar ~2.17, Sharpe ~1.18). Diversified, but with higher drawdown risk.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | commodities tilt, equal-weight equities, international, quarterly rebalance, tech-heavy | ||
| Asset classes / instruments | equities |
| Rebalance frequency | quarterly |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.07% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 21.34% | ||
| Return, trailing 1 month (out-of-sample) | 0.22% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 8.12% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.17 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.41% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.18 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 24.26% |
Collective2
Composer Technologies · Composer
