Composer · investment strategy
by Composer Technologies · via Composer
A daily‑rebalanced stock basket that gives bigger weights to steadier names and smaller weights to jumpy ones, based on the past 30 days of price swings, across a preset mix of tech, consumer, and healthcare stocks.
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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
It starts with a fixed list of US‑listed stocks. Each day it looks at how bumpy each stock’s price has been over the last 30 trading days. It puts more money in steadier stocks and less in jumpier ones, then rebalances daily.<br>Examples on the list: Meta (Facebook), Walmart, Visa, Uber, Alibaba, plus newer names like Reddit and Upstart.
A daily‑rebalanced stock basket that gives bigger weights to steadier names and smaller weights to jumpy ones, based on the past 30 days of price swings, across a preset mix of tech, consumer, and healthcare stocks.
Inverse-volatility, daily-rebalanced US stock basket tilting toward steadier names. Out-of-sample returns ~15% vs S&P ~18%, but it offers a distinct risk profile and diversification to complement a core S&P 500 holding.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, equities, inverse-vol weighting, multi-sector, us-listed | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.04% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.10% | ||
| Return, trailing 1 month (out-of-sample) | 0.26% | ||
| Return, trailing 1 year (out-of-sample) | -3.57% | ||
| Return, trailing 3 months (out-of-sample) | -6.79% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.53 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.64% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.65 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 27.16% |
Composer Technologies · Composer
Composer Technologies · Composer
