Composer · investment strategy
by Composer Technologies · via Composer
When QQQ is in an uptrend, hold an equal mix of five AI/semiconductor names (NVDA, TSM, PLTR, ANET, AVGO). Otherwise sit in BIL (short‑term T‑bills). Daily check and rebalance.
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.
Each day it checks if QQQ (tracks the big‑tech Nasdaq‑100) is above its 100‑day average price (the average of the last ~100 trading days; above it suggests an uptrend). If yes, it splits money equally into: NVIDIA (AI chips), TSMC (chip maker), Palantir (AI software), Arista (data‑center networking), Broadcom (chips). If not, it moves everything to BIL, a short‑term U.S. Treasury bill fund (cash‑like).
When QQQ is in an uptrend, hold an equal mix of five AI/semiconductor names (NVDA, TSM, PLTR, ANET, AVGO). Otherwise sit in BIL (short‑term T‑bills). Daily check and rebalance.
Out-of-sample edge: ~20.55% annual return vs SPY ~19.85%, with a risk-off cash shield and ~15.70% max drawdown (SPY ~8.89%). Calmar ~1.31 signals solid risk-adjusted upside in tech/AI leadership.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | ai, daily rebalance, moving-average filter, risk-on/risk-off, semiconductors, tactical equity, tech-focused, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.55% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 14.37% | ||
| Return, trailing 1 month (out-of-sample) | 5.01% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 8.44% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.31 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.70% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.80 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 28.82% |
Collective2
Composer Technologies · Composer
