Composer · investment strategy
by Composer Technologies · via Composer
A daily‑rebalanced, four‑sleeve stock mix. Half stays diversified across all 14 names; half concentrates in two recent winners and two steadier names, using past returns, size of past drops, and choppiness to guide position sizes.
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.
Universe: 14 large stocks, mostly semis/AI (ADI, ASML, LRCX, TSM, TXN, DELL, VRT, Alphabet), plus CAT, BHP, RIO, BUD, MS.<br>25%: across all, tilting to steadier names (less past 3‑mo ups/downs).<br>25%: the 2 best performers over ~4 months.<br>25%: equal across all 14.<br>25%: the 2 with the smallest peak‑to‑trough drops over ~6 months.<br>Daily rebalance. Note: GOOG/GOOGL are both Alphabet share classes.
A daily‑rebalanced, four‑sleeve stock mix. Half stays diversified across all 14 names; half concentrates in two recent winners and two steadier names, using past returns, size of past drops, and choppiness to guide position sizes.
Four-sleeve, risk-managed AI/semis tilt across 14 names. Designed to complement SPY by capturing tech-cycle upside with momentum and quality, while adaptive sizing controls risk. OOS signals a disciplined, diversified market satellite.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalanced, equities, large-cap, low-volatility, momentum, multi-sleeve, risk-managed, tech/semis tilt | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 4.40% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 1.88% | ||
| Return, trailing 1 month (out-of-sample) | -0.13% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -5.52% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.22 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.56% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.30 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 37.16% |
Collective2
Composer Technologies · Composer
