Composer · investment strategy
by Composer Technologies · via Composer
A simple momentum rotation in space-related stocks/funds: each day it ranks them by roughly 1‑month gains, buys the top two in equal weights, and switches when new leaders emerge.
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.
It watches a small list of space-related picks: ARKX (space-focused fund), RKLB (Rocket Lab), ASTS (space-based cell service), PL (satellite images), TSLA (Tesla), KTOS (satellite/defense tech), and SPCX (thematic fund).<br>Each day it checks which ones rose the most over roughly the last month and buys the top two, split 50/50. If the leaders change, it rotates into the new top names.
A simple momentum rotation in space-related stocks/funds: each day it ranks them by roughly 1‑month gains, buys the top two in equal weights, and switches when new leaders emerge.
Space Momentum: a focused daily rotation among space-related stocks. Out-of-sample: ~26.7% annualized return with solid risk-adjusted performance (Calmar ≈ 2.17). Provides diversification to the S&P, but expects higher drawdowns in stressed markets.
A momentum-driven strategy that rotates into the top 3 space-industry performers from ARKX (space ETF), Rocket Lab (RKLB), AST SpaceMobile (ASTS), Planet Labs (PL), and Tesla (TSLA). Rebalances daily to capture the strongest trends in space infrastructure, satellite communications, Earth observation, and electric vehicles supporting space initiatives.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | concentrated, daily review, momentum, sector rotation, space industry, thematic | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 8.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.71% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 5.20% | ||
| Return, trailing 1 month (out-of-sample) | -0.09% | ||
| 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) | 2.17 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.31% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.72 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 52.00% |
Collective2
Composer Technologies · Composer
