Composer · investment strategy
by Composer Technologies · via Composer
A 20‑stock, rules-based equity basket: ~50% semiconductor-related, ~25% big banks, ~25% housing/home‑improvement (plus ADP). Equal splits by theme, simple weights inside, no timing, and no auto‑rebalancing.
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 Fundamental research label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
Your money is split equally across four themes: (1) housing/home-improvement, (2) big banks, (3) companies that make the machines used to build computer chips, and (4) analog chip makers plus the world’s top chip factory (TSMC).<br>Inside each theme, the stocks are shared evenly—except the last theme, where TSMC gets a bigger slice. There’s no market timing and no automatic rebalancing.
A 20‑stock, rules-based equity basket: ~50% semiconductor-related, ~25% big banks, ~25% housing/home‑improvement (plus ADP). Equal splits by theme, simple weights inside, no timing, and no auto‑rebalancing.
Out-of-sample upside: ~25% annualized return vs ~19% for the S&P; Calmar ~1.35. Expect higher volatility and larger drawdowns (~18.5% vs ~8.9%), driven by a concentrated semis/banks tilt - suited for growth-tolerant investors.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | buy-and-hold, concentrated, equal-weight, equities, financials, housing, semiconductors, thematic | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.97% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 16.64% | ||
| Return, trailing 1 month (out-of-sample) | -2.12% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -9.35% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.35 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.51% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.83 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 33.77% |
Collective2
Quantbase · Surmount
