Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based stock picker across Tech, Infrastructure, Travel, and Retail (50/15/20/15). Per group buy one stock in an uptrend (30‑day avg > 90‑day); otherwise buy the two most “oversold” (lowest 60‑day RSI). Focused, long-only, rebalanced daily.
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 Technology 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.
Allocates 50% Tech, 15% Infrastructure, 20% Travel, 15% Retail. Each day, per group it buys one stock if its 30‑day average price (weighted to recent days) is above its 90‑day average. If none pass, it buys the two most “oversold” names (lowest 60‑day RSI = more recent down than up). Examples: NVIDIA/Apple (Tech); AT&T/D.R. Horton (Infra); Booking/Royal Caribbean (Travel); Costco/O’Reilly (Retail).
Daily, rules-based stock picker across Tech, Infrastructure, Travel, and Retail (50/15/20/15). Per group buy one stock in an uptrend (30‑day avg > 90‑day); otherwise buy the two most “oversold” (lowest 60‑day RSI). Focused, long-only, rebalanced daily.
Disciplined, four-sleeve, rules-based strategy across Tech/Infra/Travel/Retail with daily rebalance. Out-of-sample: 12.65% annualized return, 0.62 Sharpe, and 25% max drawdown—diversified, transparent exposure that complements the S&P 500.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, ema crossover, long-only, multi-sector equities, rsi fallback, tactical rotation, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.65% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 21.96% | ||
| Return, trailing 1 month (out-of-sample) | -0.40% | ||
| Return, trailing 1 year (out-of-sample) | 6.35% | ||
| Return, trailing 3 months (out-of-sample) | 2.82% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.50 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.47% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.62 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 23.76% |
Composer Technologies · Composer
Composer Technologies · Composer
