Composer · investment strategy
by Composer Technologies · via Composer
Daily, put 100% into the single most “oversold” pick among consumer‑staples stocks or bond funds (muni, mortgage, or corporate) using a 10‑day RSI, aiming for quick rebounds in safer assets.
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 Conservative risk label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
Quantbase
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 day it checks a 10‑day RSI—a quick “heat meter” of recent price moves—for seven choices: XLP (consumer‑staples stocks), BKT (mortgage‑bond fund), NAN/MMU/PMM/EVN (municipal‑bond funds), VBF (corporate‑bond fund). It buys the one with the lowest RSI (most recently sold off), puts 100% there for the day, then repeats.<br>Exposure: defensive stocks + muni/corporate/mortgage bonds.
Daily, put 100% into the single most “oversold” pick among consumer‑staples stocks or bond funds (muni, mortgage, or corporate) using a 10‑day RSI, aiming for quick rebounds in safer assets.
Adds ballast to a stock portfolio by daily rotation into oversold defensives; low beta (~0.25), ~8.88% max drawdown, and Calmar ~0.96, offering diversification even as returns trail the S&P (~8.6% vs ~19%).
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | closed-end funds, consumer staples, corporate/mbs bonds, daily rebalance, defensive rotation, mean reversion, muni bonds, rsi(10) | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 8.56% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 7.65% | ||
| Return, trailing 1 month (out-of-sample) | 0.16% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -2.73% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.96 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.88% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.76 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.71% |
SoFi Wealth · SoFi
Composer Technologies · Composer
