Composer · investment strategy
by Composer Technologies · via Composer
An adaptive mix of leveraged tech/healthcare/biotech and cybersecurity funds, plus gold and cash, sized by how bumpy each has been over the last 90 days (steadier gets more). No set rebalance; uses 25% drift bands.
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 a mix of funds tied to tech (TECL, TQQQ), healthcare/biotech (CURE, BIB), cybersecurity (UCYB), plus gold (SHNY) and cash (USD). Every day it looks at the last ~90 days and gives more weight to steadier choices and less to jumpier ones. No fixed rebalance schedule; 25% bands.
An adaptive mix of leveraged tech/healthcare/biotech and cybersecurity funds, plus gold and cash, sized by how bumpy each has been over the last 90 days (steadier gets more). No set rebalance; uses 25% drift bands.
Out-of-sample, this strategy targets ~28.7% annualized return vs 14.8% for the S&P, with a Calmar 2.82, strong risk-adjusted upside. It blends tech/healthcare/cyber, gold, and cash with adaptive 90-day inverse-vol weighting.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | biotech, cash, cybersecurity, gold, healthcare, inverse-volatility weighting, leveraged etfs, sector rotation, tech | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 25.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.69% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 3.57% | ||
| Return, trailing 1 month (out-of-sample) | 8.91% | ||
| 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) | 2.82 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.18% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.92 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 34.66% |
Composer Technologies · Composer
Composer Technologies · Composer
