Composer · investment strategy
by Composer Technologies · via Composer
Own the 5 strongest S&P 100 stocks by recent performance, but step aside to T‑bills when the market drops sharply. Equal‑weight, low maintenance. Uses OEF to judge market health and BIL as a safe harbor.
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 Momentum 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.
If the S&P 100 (via ETF OEF) drops fast (over 3% in 1 week or 6% in 2 weeks), move 100% to BIL, a T‑bill ETF.<br>Otherwise, rank all S&P 100 stocks by their last ~8 months of total return and buy the top 5, equally.<br>Let winners run; only trade when the list changes or weights drift ~10% from target.
Own the 5 strongest S&P 100 stocks by recent performance, but step aside to T‑bills when the market drops sharply. Equal‑weight, low maintenance. Uses OEF to judge market health and BIL as a safe harbor.
Momentum with a risk-off shield: in calm markets, own the top 5 S&P 100 names; in stressed conditions, move to T-bills. A transparent, rules-based diversifier to the S&P 500 with built-in risk controls. Note: the out-of-sample window is short and needs more history.
Select Top 5 from S&P100 based on cumulative returns with some market checks to bail out of down markets. (Minus DOW ticket for longer backtest)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | cash (t-bills), equal-weight, s&p 100 stock picking, tactical risk-off, us large-cap momentum | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | -5.88% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -2.33% | ||
| Return, trailing 1 month (out-of-sample) | 0.46% | ||
| Return, trailing 1 year (out-of-sample) | 66.91% | ||
| Return, trailing 3 months (out-of-sample) | -5.66% |
| Calmar ratio, out-of-sample period (out-of-sample) | -0.32 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.56% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.02 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 37.69% |
Composer Technologies · Composer
Composer Technologies · Composer
