Composer · investment strategy
by Composer Technologies · via Composer
A fast, two‑day trend chaser. From sector ETFs, major index funds, gold, cash‑like T‑bills, and select stocks, it picks the 10 strongest very‑recent gainers, then tilts money toward the calmer ones (inverse volatility). Includes a leveraged ETF, so risk can spike.
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 Multi-asset label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
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.
- Starts with a menu of sector funds (like Tech, Energy, Health Care, Utilities), big index funds (QQQ, ARKK, IWM), gold (GLD), cash-like T‑bills (BIL), and well-known stocks (AAPL, NVDA, TSLA, GOOGL, etc.).<br>- Each day it scores very recent (last ~2 days) price strength using a 2‑day “smoothed” price (EMA) that emphasizes the latest moves, then picks the top 10.<br>- It puts more money in the calmer picks (lower recent bounciness) and less in jumpier ones.<br>- It only trades when picks change or weights drift >0.25%.
A fast, two‑day trend chaser. From sector ETFs, major index funds, gold, cash‑like T‑bills, and select stocks, it picks the 10 strongest very‑recent gainers, then tilts money toward the calmer ones (inverse volatility). Includes a leveraged ETF, so risk can spike.
Tactical satellite strategy chasing 2-day momentum across sectors with inverse-vol sizing; adds diversification and potential quick moves beyond the S&P 500. Note: OOS results show negative returns and larger drawdowns; limit exposure.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | etfs and stocks, leveraged-etf risk, multi-asset, sector rotation, short-term momentum, trend following, volatility-weighted | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 0.25% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | -2.99% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -1.04% | ||
| Return, trailing 1 month (out-of-sample) | 1.86% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -1.37% |
| Calmar ratio, out-of-sample period (out-of-sample) | -0.19 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.05% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.03 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 28.65% |
Composer Technologies · Composer
Composer Technologies · Composer
