Composer · investment strategy
by Composer Technologies · via Composer
A rules-based stock mix: broad exposure to big global names—heavy on semiconductors/AI—plus tilts to recent winners and steadier names. Four equal sleeves (risk‑balanced, top 2 winners, equal‑weight, most resilient). 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.
Buys 15 large, mostly chip/AI-related stocks (plus CAT, MS, BHP, RIO, BUD). It splits money into four equal parts: (1) spread across all, giving more to steadier names; (2) the 2 best 30‑day performers; (3) equal across all; (4) the 2 that dropped the least over 60 days. Rebalanced daily; overlaps can give a name extra weight.
A rules-based stock mix: broad exposure to big global names—heavy on semiconductors/AI—plus tilts to recent winners and steadier names. Four equal sleeves (risk‑balanced, top 2 winners, equal‑weight, most resilient). Rebalanced daily.
Out-of-sample, this strategy beats the S&P on risk-adjusted gains: Sharpe 1.49 vs 1.29, Calmar 3.81, and ~72% annualized return vs ~16%. A multi-sleeve, momentum/low-vol tilt in chip/AI leaders—higher upside with disciplined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, equal-weight core, large-cap global stocks, low-volatility weighting, momentum, multi-sleeve, semiconductor/ai-heavy | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 71.96% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.42% | ||
| Return, trailing 1 month (out-of-sample) | 1.65% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -2.44% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.81 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.87% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.49 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 42.75% |
Collective2
Composer Technologies · Composer
