Composer · investment strategy
by Composer Technologies · via Composer
Buys the 3 stock ETFs with the strongest recent uptrends from a set of 7 (SPY, QQQ, IWM, EFA, VGT, XLV, XLY), equal‑weighted and rebalanced monthly. Exposure shifts with trends across big US, tech, small caps, overseas, health care, and consumer.
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.
Each month it looks at seven stock ETFs: SPY (big US companies), QQQ (big tech‑heavy US), IWM (US small companies), EFA (developed markets outside the US), VGT (US tech sector), XLV (US health care), XLY (US consumer). It ranks them by recent average gains (~60 periods), buys the top 3, and splits money equally. Next month it repeats and rotates if leaders change.
Buys the 3 stock ETFs with the strongest recent uptrends from a set of 7 (SPY, QQQ, IWM, EFA, VGT, XLV, XLY), equal‑weighted and rebalanced monthly. Exposure shifts with trends across big US, tech, small caps, overseas, health care, and consumer.
Rule-based momentum rotation across 7 ETFs (SPY, QQQ, IWM, EFA, VGT, XLV, XLY) captures leadership across sectors/global markets. Out-of-sample: ~15.3% annualized with Calmar ~0.75—diversification 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) | consumer, equities, etf rotation, health care, international developed, momentum, monthly rebalance, small-cap, technology, trend-following, us large-cap | ||
| Asset classes / instruments | equities |
| Rebalance frequency | monthly |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.25% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 31.12% | ||
| Return, trailing 1 month (out-of-sample) | 2.24% | ||
| Return, trailing 1 year (out-of-sample) | 19.23% | ||
| Return, trailing 3 months (out-of-sample) | 2.24% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.75 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.25% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 18.00% |
Composer Technologies · Composer
Composer Technologies · Composer
