Composer · investment strategy
by Composer Technologies · via Composer
Tracks Bill Ackman’s Pershing Square stocks, adds a 20% volatility kicker when markets look overheated, and switches to tactical hedges/shorts when conditions weaken. Buys the core on deep dips; stays fully long when a shipping-demand gauge is firm.
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 13F / hedge fund tracker label, from other sources first, strongest risk-adjusted return first.
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.
Core: 80–100% in Pershing Square names (Alphabet, Hilton, Chipotle, Restaurant Brands, Howard Hughes, Canadian Pacific, Brookfield, Nike).<br>When many market/sector gauges look overbought (a short-term “speedometer” reads high), it keeps 80% core and adds 20% UVXY to catch a volatility pop.<br>If a shipping-demand gauge (BDRY) is firm, it stays fully in the core. If the market is very oversold, it buys the core. Otherwise, it shifts to hedges/shorts (e.g., SQQQ, SPXU) or, at times, TQQQ/cash based on bond-vs-stock strength.
Tracks Bill Ackman’s Pershing Square stocks, adds a 20% volatility kicker when markets look overheated, and switches to tactical hedges/shorts when conditions weaken. Buys the core on deep dips; stays fully long when a shipping-demand gauge is firm.
A safer path to growth: out-of-sample drawdown 14.8% vs S&P 18.8%, with Calmar near the S&P and solid downside protection. The strategy blends Pershing Square bets with tactical hedges to deliver steadier gains, especially in tough markets.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | 13f replication, consumer/real estate tilt, long/short, momentum/overbought signals, tactical hedging, volatility overlay | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.53% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 29.23% | ||
| Return, trailing 1 month (out-of-sample) | -0.60% | ||
| Return, trailing 1 year (out-of-sample) | 6.40% | ||
| Return, trailing 3 months (out-of-sample) | -4.77% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.92 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.79% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.67 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 23.07% |
Composer Technologies · Composer
Composer Technologies · Composer
