Composer · investment strategy
by Composer Technologies · via Composer
Equal 20% in four major U.S. stock indexes plus 20% in a Magnificent Seven fund to boost tech/mega‑cap exposure; 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 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.
Put 20% each into: VOO (S&P 500—~500 largest U.S. companies), VTI (almost the whole U.S. stock market), DIA (the 30 blue‑chip “Dow” stocks), QQQ (big tech‑heavy Nasdaq‑100), and MAGS (the “Magnificent Seven”: AAPL, MSFT, NVDA, AMZN, META, GOOGL, TSLA). Rebalance daily back to 20% each. This is a broad U.S. stock base with extra emphasis on those seven mega‑cap tech names.
Equal 20% in four major U.S. stock indexes plus 20% in a Magnificent Seven fund to boost tech/mega‑cap exposure; rebalanced daily.
Out-of-sample edge: ~22.7% annualized return vs ~21.1% for the S&P, Calmar ~2.11, Sharpe ~1.53. Beta ~1.14 with ~10.8% max drawdown, but the mega-cap tech tilt delivers stronger, risk-adjusted growth.
Buy 4 indexes weighted 20% and 20% MAGS to juice it some.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | buy-and-hold with daily rebalancing, index blend, large-cap growth tilt, tech concentration, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.71% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 29.89% | ||
| Return, trailing 1 month (out-of-sample) | 2.87% | ||
| Return, trailing 1 year (out-of-sample) | 17.32% | ||
| Return, trailing 3 months (out-of-sample) | 4.05% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.11 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.78% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.53 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 14.03% |
Collective2
Composer Technologies · Composer
