Composer · investment strategy
by Composer Technologies · via Composer
Biotech/healthcare swing strategy: risk‑on only when the biotech sector (XBI) is rising and volatile; then buy 10 strongest healthcare names. Otherwise, hold one defensive/bond ETF chosen by a short‑term oversold reading. 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.
XBI (a biotech ETF) is the thermometer.<br>- If XBI looks overheated (RSI>80), isn’t trending up (~20‑day avg ≤0), or is too calm (low recent volatility), it parks in one “safer” fund (bonds/defensive sectors), picking the most oversold (lowest RSI).<br>- Only when XBI is rising and lively does it buy 10 equal‑weighted healthcare/biotech names with the strongest recent gains (high 10‑day RSI). Rebalanced daily. RSI = a 0–100 speedometer of recent ups vs downs.
Biotech/healthcare swing strategy: risk‑on only when the biotech sector (XBI) is rising and volatile; then buy 10 strongest healthcare names. Otherwise, hold one defensive/bond ETF chosen by a short‑term oversold reading. Rebalanced daily.
Biotech-focused sleeve that seeks regime-driven rallies but hedges with risk-off safety. It’s designed to diversify the S&P, aiming to capture alpha in volatile biotech swings while offering downside protection—note OOS drawdowns can be larger.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | biotech/healthcare, daily rebalance, mean reversion, momentum, regime filter, risk-on/risk-off | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -28.12% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -3.10% | ||
| Return, trailing 1 month (out-of-sample) | -2.69% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | -6.38 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -4.41% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -4.04 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 8.44% |
Collective2
Composer Technologies · Composer
