Composer · investment strategy
by Composer Technologies · via Composer
Holds 10 major NASDAQ names when each is trending up; otherwise that stock’s slice shifts to a defensive mix of Treasuries (TLT), gold (GLD), and real estate (VNQ). Equal‑weighted across 10 slots, checked and rebalanced daily.
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.
The portfolio has 10 equal “slots” for: Apple, Microsoft, Google (Alphabet), Amazon, Nvidia, Tesla, Meta, Netflix, Adobe, Intel. Each day, for each stock: if its ~50‑day average price is above its ~200‑day average (an uptrend), that 10% holds the stock. If not, that 10% goes 33% TLT (long‑term US Treasuries), 33% GLD (gold), 34% VNQ (US real estate).
Holds 10 major NASDAQ names when each is trending up; otherwise that stock’s slice shifts to a defensive mix of Treasuries (TLT), gold (GLD), and real estate (VNQ). Equal‑weighted across 10 slots, checked and rebalanced daily.
Trend-driven NASDAQ strategy with 10 equal slots: stay in uptrending mega-caps, else divert to a defensive mix (TLT/GLD/VNQ). Out-of-sample: ~13.1% annualized return, Sharpe ~0.76, Calmar ~0.68—risk-managed upside vs. SPY.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, defensive overlay, mega-cap tech, momentum, moving averages, nasdaq, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.14% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 22.79% | ||
| Return, trailing 1 month (out-of-sample) | 0.93% | ||
| Return, trailing 1 year (out-of-sample) | 15.30% | ||
| Return, trailing 3 months (out-of-sample) | 1.61% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.68 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.43% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.76 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 18.46% |
Composer Technologies · Composer
Composer Technologies · Composer
