Composer · investment strategy
by Composer Technologies · via Composer
Monthly momentum rotation: from a list of US stock, bond, and gold ETFs, buy the 4 with the best last‑month return, split equally. Often tilts to big tech/growth when they lead; can rotate to bonds/gold in selloffs.
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 Fixed income 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.
Each month, it looks at the last ~20 trading days of returns for a set of ETFs, ranks them, and buys the top 4 in equal weights (about 25% each).<br>Universe: QQQ/QQQE/TQQQ (Nasdaq‑100, tech‑heavy; TQQQ is 3x leveraged), SPY/SPYM & IYY (broad US stocks), IWF (large‑cap growth), IJH (mid‑caps), COWZ (high cash‑flow stocks), AGG (bonds), GLD (gold).
Monthly momentum rotation: from a list of US stock, bond, and gold ETFs, buy the 4 with the best last‑month return, split equally. Often tilts to big tech/growth when they lead; can rotate to bonds/gold in selloffs.
Out-of-sample edge: ~17.6% annualized return vs 16.5% for the S&P, with Calmar ~1.74 signaling strong risk-adjusted upside. A monthly momentum mix (tech, broad equities, bonds, gold) seeks higher growth with defense—though drawdowns can be larger.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds (agg), gold (gld), leveraged etf (tqqq), momentum rotation, monthly rebalance, us equity etfs | ||
| Asset classes / instruments | equities |
| Rebalance frequency | monthly |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.57% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 16.37% | ||
| Return, trailing 1 month (out-of-sample) | -0.59% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.95% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.74 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.09% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.90 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 20.31% |
Composer Technologies · Composer
Composer Technologies · Composer
