Composer · investment strategy
by Composer Technologies · via Composer
Buys the 7 commodity‑linked stocks that gained the most over the past 30 days, spreads money evenly across them, and rebalances every day. Heavy tilt to gold and energy/gas names; these are stocks, not direct commodities.
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 Commodities & gold 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 short list of companies whose profits depend on commodity prices—like gold miners (AEM, AGI, WPM, FNV), pipelines (ET, TRGP), gas producers (AR, RRC, GPOR), agriculture (CTVA), and poultry (PPC). Each day it checks how much each stock moved over the last 30 days, buys the 7 that rose the most, splits money evenly, and refreshes the picks daily. You own stocks tied to commodities, not the raw commodities.
Buys the 7 commodity‑linked stocks that gained the most over the past 30 days, spreads money evenly across them, and rebalances every day. Heavy tilt to gold and energy/gas names; these are stocks, not direct commodities.
Diversification through momentum-driven commodity-linked equities with low market beta (~0.36). Out-of-sample: annualized return 18.16%, Sharpe 0.79, Calmar 0.99 over 566 days. Provides inflation exposure and risk diversification to the S&P 500, though raw OOS return trails the index.
Nerd Wallet 14 Best Commodifies with 30d Cum Ret Sort
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | agriculture, commodity-linked equities, daily rebalance, energy, equal-weight, momentum, precious metals | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.16% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 29.47% | ||
| Return, trailing 1 month (out-of-sample) | -7.91% | ||
| Return, trailing 1 year (out-of-sample) | 17.25% | ||
| Return, trailing 3 months (out-of-sample) | 2.22% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.99 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.32% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.79 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 25.06% |
Composer Technologies · Composer
Composer Technologies · Composer
