Composer · investment strategy
by Composer Technologies · via Composer
When the S&P 500 is trending up, own the 5 strongest performers (by recent ~15‑day returns) from a small list of AI/space/energy/biotech/new‑issue funds, equally weighted. Otherwise sit in T‑bills (SGOV). 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 Thematic 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.
1) Check market health: Is SPY (S&P 500 fund) above its 200‑day average price (the average of its last ~200 trading days)? If yes, go “risk‑on.” If not, hold SGOV (a T‑bill ETF) 100%.<br>2) Risk‑on: From a preset list of AI/space/energy/biotech/new‑issue funds, pick the 5 with the best ~15‑day return and split money evenly. Rebalance daily.
When the S&P 500 is trending up, own the 5 strongest performers (by recent ~15‑day returns) from a small list of AI/space/energy/biotech/new‑issue funds, equally weighted. Otherwise sit in T‑bills (SGOV). Rebalanced daily.
Regime-aware, rule-based momentum strategy to diversify SPY by riding short-term winners in up markets and shifting to Treasuries in down markets. A disciplined risk overlay; out-of-sample results show higher drawdowns and negative alpha.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, equal-weight, risk-on/risk-off, tactical momentum, thematic sectors, trend filter | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -10.52% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -2.35% | ||
| Return, trailing 1 month (out-of-sample) | -5.94% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | -0.47 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.47% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -0.08 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 41.16% |
Collective2
Composer Technologies · Composer
