Composer · investment strategy
by Composer Technologies · via Composer
Buys the 5 big U.S. stocks with the best ~1‑month performance from a broad, blue‑chip list, splits money evenly, and refreshes the picks every day as leaders change.
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 Momentum 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.
It starts with a handpicked list of big U.S. companies across tech, healthcare, finance, energy, real estate, and more. Each trading day it looks back ~25 days (~1 month), ranks them by total price gain, buys the top 5, and splits money evenly across them. The next day it repeats.
Buys the 5 big U.S. stocks with the best ~1‑month performance from a broad, blue‑chip list, splits money evenly, and refreshes the picks every day as leaders change.
Diversification boost: momentum-driven 5-stock sleeve with low beta (~0.65) and solid risk-adjusted profile. Daily top-5 leaders rotate across sectors to ride trends, offering a complementary, less-correlated exposure to the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, equal-weight, high turnover, momentum, sector rotation, top-5 selection, trend-following, us large-cap equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.74% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 14.03% | ||
| Return, trailing 1 month (out-of-sample) | -0.90% | ||
| Return, trailing 1 year (out-of-sample) | 7.22% | ||
| Return, trailing 3 months (out-of-sample) | -3.23% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.81 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.68% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.71 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 19.61% |
Composer Technologies · Composer
Composer Technologies · Composer
