Composer · investment strategy
by Composer Technologies · via Composer
Beginner‑friendly global stock mix that spreads across US, Europe, and other countries, then regularly owns the recent top performers (some broad index funds, some 3× versions), split evenly. Aims for ~8–10%/yr and to limit big dips over time.
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 Leveraged ETFs label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
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.
- Split money: 40% US, 32.5% Europe, 27.5% other countries.<br>- In each region, look at roughly the last month and buy the recent winners (top 3 in US/Europe, top 2 elsewhere), split evenly.<br>- US picks mix broad index funds (S&P 500, Nasdaq, small‑caps) and some 3× “turbo” versions that can swing a lot.<br>- Rebalance if weights drift ~3.5%.
Beginner‑friendly global stock mix that spreads across US, Europe, and other countries, then regularly owns the recent top performers (some broad index funds, some 3× versions), split evenly. Aims for ~8–10%/yr and to limit big dips over time.
Out-of-sample edge: ~20.4% annualized return vs ~19.8% for the S&P 500. Solid risk-adjusted profile (Calmar ~1.28) from global momentum and regional diversification. Accept higher drawdowns for bigger long-run upside.
This is designed for the saver who has no idea where to start. Simple and cheap access to market beta with a few filters to help mitigate drawdowns. The target is 8-10% annual returns with drawdowns <20% over time
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | country funds, etfs, global stocks, leveraged etfs, momentum filter, tactical allocation | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 3.50% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.44% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 22.60% | ||
| Return, trailing 1 month (out-of-sample) | -1.47% | ||
| Return, trailing 1 year (out-of-sample) | 14.20% | ||
| Return, trailing 3 months (out-of-sample) | -2.37% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.28 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.03% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.86 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 25.71% |
Composer Technologies · Composer
Composer Technologies · Composer
