Composer · investment strategy
by Composer Technologies · via Composer
A simple monthly rotation in mega-caps: pick 4 recent winners from big tech (~6‑month trend) and 4 from defensive mega-caps (~10‑month return), split money 50/50, and equal-weight the 8 stocks. Aims for strong returns with manageable drawdowns.
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.
Once a month it holds 8 giant, familiar companies and splits money 50/50: - Tech: from Apple, Microsoft, Google, Amazon, Nvidia, Broadcom, Oracle, ASML, TSMC, buy the 4 with the strongest ~6‑month trend. - Defensive: from big healthcare/staples/finance names (e.g., J&J, Merck, Eli Lilly, Coca‑Cola, Pepsi, P&G, Costco, Walmart, Visa, Mastercard, Berkshire, Bank of America), buy the 4 with the best ~10‑month return. All positions equal-size. A cash-like fallback (SGOV) is defined but never used.
A simple monthly rotation in mega-caps: pick 4 recent winners from big tech (~6‑month trend) and 4 from defensive mega-caps (~10‑month return), split money 50/50, and equal-weight the 8 stocks. Aims for strong returns with manageable drawdowns.
Near-SPY upside with stronger risk control: out-of-sample return ~21.9% vs SPY 22.4%, but Calmar 2.28 and beta ~0.93 signal lower risk and solid downside protection via a simple monthly mega-cap rotation.
Thesis: To create a simple weekly strategy that requires almost no effort when executing the trades manually and beats both the S&P500 and QQQ by a large enough margin while having a similar maximum drawdown. Also I wanted to avoid overfitting.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | equal-weighted, long-only, mega-cap rotation, monthly momentum, tech + defensive | ||
| Asset classes / instruments | equities |
| Rebalance frequency | monthly |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.89% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 15.46% | ||
| Return, trailing 1 month (out-of-sample) | 2.09% | ||
| Return, trailing 1 year (out-of-sample) | 7.77% | ||
| Return, trailing 3 months (out-of-sample) | 1.96% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.28 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.61% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.27 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 16.71% |
Composer Technologies · Composer
Composer Technologies · Composer
