Composer · investment strategy
by Composer Technologies · via Composer
Daily momentum rotation among GameStop, eBay, NVIDIA, AMD, PayPal, and SPY (S&P 500 ETF). Buys the three with the strongest 7‑day gains, equal‑weighted, and rebalances every day. Concentrated, fast‑moving, tech‑tilted.
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 Technology 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.
Every day it looks at this list: GameStop (retail), eBay (e‑commerce), NVIDIA and AMD (chipmakers), PayPal (payments), and SPY (an ETF that tracks the S&P 500). It picks the three with the best price gains over the last 7 trading days, puts about one‑third in each, and resets daily.
Daily momentum rotation among GameStop, eBay, NVIDIA, AMD, PayPal, and SPY (S&P 500 ETF). Buys the three with the strongest 7‑day gains, equal‑weighted, and rebalances every day. Concentrated, fast‑moving, tech‑tilted.
Out-of-sample annualized return ≈36.6% vs SPY ≈24.6%; Calmar ≈1.51 and Sharpe ≈1.17. A concentrated, tech-tilted momentum rotation offers higher upside from daily leadership shifts—balanced by higher drawdowns (~24%).
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalanced, equal-weight, equities, long-only, momentum, short-term, us stocks | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.61% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 21.91% | ||
| Return, trailing 1 month (out-of-sample) | 14.11% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 2.41% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.51 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.17% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 30.88% |
Composer Technologies · Composer
Composer Technologies · Composer
