Composer · investment strategy
by Composer Technologies · via Composer
Daily, it splits money into four sleeves: risk-balanced across 14 stocks, top short-term winners, equal-weight across all, and the two with the mildest recent drops. Tilted to chip/AI names plus Alphabet, CAT, MS, BHP, and BUD.
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.
Your money is split into four 25% buckets and adjusted daily.<br>1) Risk-balanced: spreads across all 14, giving less to the jumpiest stocks (past 21 days).<br>2) Recent winners: buys the 2 best performers over ~2 weeks.<br>3) Equal-weight: same amount into all 14.<br>4) Steady names: buys the 2 with the smallest recent drop (~1 month).<br>Holdings: mostly chip/AI hardware, plus Alphabet, Caterpillar, Morgan Stanley, BHP, Budweiser.
Daily, it splits money into four sleeves: risk-balanced across 14 stocks, top short-term winners, equal-weight across all, and the two with the mildest recent drops. Tilted to chip/AI names plus Alphabet, CAT, MS, BHP, and BUD.
Four-sleeve AI/semis strategy offers diversified exposure with a risk-aware design. OOS: annualized return 3.41% vs SPY 16.01%; Sharpe 0.29; Calmar 0.13; max drawdown 26.43% vs 4.49%. Diversification with a distinct risk profile.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, equal-weight, low-volatility, momentum, multi-factor equity, risk parity, semiconductor/ai tilt | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 3.41% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 1.46% | ||
| Return, trailing 1 month (out-of-sample) | 0.72% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -6.86% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.13 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.43% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.29 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 43.18% |
Collective2
Composer Technologies · Composer
