Composer · investment strategy
by Composer Technologies · via Composer
A simple monthly equal‑weight mix of QQQ, SPMO, IWY, and SCHG to target U.S. large‑cap growth, with a momentum tilt. Expect strong upside in tech‑led markets but bigger drawdowns and overlap in the same mega‑cap names.
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.
Holds four US growth ETFs in equal parts, rebalanced monthly.<br>- QQQ: Nasdaq‑100, very tech‑heavy.<br>- SPMO: S&P 500 recent winners (“momentum”).<br>- IWY: mega‑cap growth.<br>- SCHG: broad large‑cap growth.<br>Net effect: concentrated in big U.S. growth (esp. tech); higher ups/downs, limited diversification.
A simple monthly equal‑weight mix of QQQ, SPMO, IWY, and SCHG to target U.S. large‑cap growth, with a momentum tilt. Expect strong upside in tech‑led markets but bigger drawdowns and overlap in the same mega‑cap names.
Out-of-sample edge: ~20.5% annualized return vs ~19% for the S&P, with Calmar ~1.61. Tech-growth and momentum tilt offers stronger upside in leadership markets, while accepting higher drawdowns in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | equal-weight, etf portfolio, large-cap growth, momentum tilt, monthly rebalance, tech-heavy, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | monthly |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.53% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 18.76% | ||
| Return, trailing 1 month (out-of-sample) | 3.86% | ||
| Return, trailing 1 year (out-of-sample) | 12.60% | ||
| Return, trailing 3 months (out-of-sample) | 3.43% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.61 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.73% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 18.72% |
Composer Technologies · Composer
Composer Technologies · Composer
