Composer · investment strategy
by Composer Technologies · via Composer
Buys the 9 strongest performers (by ~1‑month price change) from a 12‑stock U.S. list in health innovation, tech, and materials. Equal‑weighted and rebalanced daily. Momentum‑driven, small/mid‑cap tilted; can excel in trends but churn in choppy markets.
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.
Each day it reviews 12 U.S. stocks in 4 themes: health innovation—TDOC (telehealth), HIMS (consumer health), IONS (biotech); tech—PLTR (data/AI), CRWD (cybersecurity), DKNG (online betting); minerals/materials—MP (rare earths), ALB (lithium), STLD & CLF (steel); U.S. manufacturing/brands—PRLB (on‑demand manufacturing), BOOT (retail). It ranks 20‑day price change, buys the top 9 equally, and rebalances daily to ride recent strength.
Buys the 9 strongest performers (by ~1‑month price change) from a 12‑stock U.S. list in health innovation, tech, and materials. Equal‑weighted and rebalanced daily. Momentum‑driven, small/mid‑cap tilted; can excel in trends but churn in choppy markets.
Momentum-driven US strategy rotates daily into 9 of 12 leaders across four growth themes. Out-of-sample: 13.3% annualized return, 17.7% max drawdown, Calmar 0.75, Sharpe 0.57. Diversifies core S&P with trend capture and regime-driven upside potential.
Daily momentum strategy selecting the 9 strongest performers from healthcare innovation, technology, minerals/materials, and USA manufacturing sectors. Captures opportunities across small and mid-cap growth companies with domestic focus.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, healthcare, materials, momentum, sector rotation, small/mid-cap, technology, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.34% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 11.50% | ||
| Return, trailing 1 month (out-of-sample) | -0.02% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -1.98% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.75 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.72% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.57 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 29.81% |
Collective2
Composer Technologies · Composer
