Composer · investment strategy
by Composer Technologies · via Composer
A small, risk-based mix of leveraged sector funds (energy, healthcare/biotech) plus cash. It gives more weight to the calmer choices over the last year. No scheduled rebalancing. Very aggressive funds are tempered by potentially large cash weight.
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 Aggressive risk 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.
It holds five items: CURE (3x healthcare), ERX (2x energy), LABU (3x biotech), SHNY (a lesser‑known ETF; please confirm its focus), and USD cash.<br>It looks at about the last 1 year of price swings; calmer funds get bigger slices and jumpier ones get smaller. Cash can take a large slice because it barely moves.<br>No automatic rebalancing. Despite the name, there’s no semiconductor ETF here.
A small, risk-based mix of leveraged sector funds (energy, healthcare/biotech) plus cash. It gives more weight to the calmer choices over the last year. No scheduled rebalancing. Very aggressive funds are tempered by potentially large cash weight.
Out-of-sample, this strategy offers higher risk-adjusted gains vs the S&P: Sharpe 1.85, Calmar 5.73, ~63.8% annualized return vs ~14.6%. A calmer, leveraged-sector plus cash tilt aims for stronger upside with disciplined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | 250-day lookback, cash, energy, healthcare/biotech, inverse-volatility weighting, leveraged sector etfs, no auto rebalance, tactical allocation | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 15.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 63.83% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 12.91% | ||
| Return, trailing 1 month (out-of-sample) | -1.35% | ||
| 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) | 5.73 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.14% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.85 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 29.43% |
Composer Technologies · Composer
Composer Technologies · Composer
