Composer · investment strategy
by Composer Technologies · via Composer
A daily, six‑stock strategy. It holds each stock unless its ~10‑day gain is unusually strong; then it mixes in some S&P 500 (VOO). Targets: NVDA 29%, MSFT 20%, GE 18%, GFF 18%, Fiserv 10%, APD 5%. Always fully invested; no cash.
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.
Daily, the portfolio is split into six sleeves: GFF 18% (home/building products), MSFT 20% (Microsoft), FI/FISV 10% (payments), GE 18% (aerospace/industrial), NVDA 29% (AI chips), APD 5% (industrial gases). It checks each stock’s ~10‑day gain. If it beats a bar (GFF/MSFT 12%, FI/APD 5%, GE 10%, NVDA 25%), that sleeve blends in VOO (S&P 500) at 12%, 5%, 10%, 25% respectively; otherwise it holds only the stock.
A daily, six‑stock strategy. It holds each stock unless its ~10‑day gain is unusually strong; then it mixes in some S&P 500 (VOO). Targets: NVDA 29%, MSFT 20%, GE 18%, GFF 18%, Fiserv 10%, APD 5%. Always fully invested; no cash.
Active, rules-based six-sleeve momentum with a selective S&P overlay. Diversifies bets (NVDA, MSFT, GE, GFF, FI, APD) for a distinct risk–reward vs SPY: 13.36% OOS annualized return, Calmar 0.92, Sharpe 0.72 over 334 days.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, momentum filter, s&p 500 overlay, single-stock sleeves, tactical equity | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.36% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 12.07% | ||
| Return, trailing 1 month (out-of-sample) | -0.53% | ||
| Return, trailing 1 year (out-of-sample) | 16.82% | ||
| Return, trailing 3 months (out-of-sample) | 7.23% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.92 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.51% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.72 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 20.29% |
Collective2
Quantbase · Surmount
