Composer · investment strategy
by Composer Technologies · via Composer
A simple, rules‑based momentum portfolio: from 50 global blue‑chips, it buys the 16 best performers over the last year, equally weighted, and rebalances monthly. Built to ride winners; expect shifting sector tilts and concentrated risk.
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 International equities 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.
Start with 50 giant, well‑known global companies. Each month, measure each stock’s total gain over roughly the last 12 months. Pick the 16 with the biggest gains and invest the same dollar amount in each (~6.25%). Rebalance monthly. Refresh the 50‑stock list 1–2× per year to stay current.
A simple, rules‑based momentum portfolio: from 50 global blue‑chips, it buys the 16 best performers over the last year, equally weighted, and rebalances monthly. Built to ride winners; expect shifting sector tilts and concentrated risk.
Out-of-sample momentum on 50 global blue chips targets the top-16 winners, delivering ~98% annualized return vs ~41% for the S&P, with Sharpe 5.75 vs 3.86 and Calmar 39 vs 29. Beta ~0.78 means lower market sensitivity, while monthly rebalances keep upside-to-risk tilted in favor.
Alex’s 50‑Stock ETF (Top 16 Monthly Reb) is a rules‑based equity strategy built from a curated universe of 50 global large‑cap leaders. Each month, the portfolio selects the top 16 stocks by 252‑day cumulative return and equal‑weights them, keeping the focus on consistent momentum leadership. Stock universe updates are recommended once or twice per year to ensure the list stays current with major market shifts while keeping maintenance low.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | concentrated (16 stocks), equal‑weight, global equities, large‑cap blue chips, momentum (12‑month), monthly rebalance, rule‑based | ||
| Asset classes / instruments | equities |
| Rebalance frequency | monthly |
| Return, out-of-sample period (annualized) (out-of-sample) | 98.10% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 4.72% | ||
| Return, trailing 1 month (out-of-sample) | -6.75% | ||
| Return, trailing 1 year (out-of-sample) | 34.18% | ||
| Return, trailing 3 months (out-of-sample) | 0.98% |
| Calmar ratio, out-of-sample period (out-of-sample) | 39.39 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -2.49% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 5.75 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 12.78% |
Composer Technologies · Composer
Composer Technologies · Composer
