Composer · investment strategy
by Composer Technologies · via Composer
A daily, buy‑the‑dip strategy on U.S. chip/industrial/material names expected to benefit from tariff‑driven stimulus. It picks the biggest short‑term loser from the list and holds it, betting on a quick rebound; very concentrated and volatile.
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.
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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
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6 missing
The text the rules are quoted from, with where it came from.
Starts with a handpicked list of U.S. chip, industrial, and critical‑materials names likely to benefit if tariffs push the U.S. to spend on domestic supply chains. Each trading day it looks back 4 days, picks the one that fell the most, and buys it. It may size by recent choppiness. This is a one‑stock‑at‑a‑time, buy‑the‑dip approach—concentrated and volatile.
A daily, buy‑the‑dip strategy on U.S. chip/industrial/material names expected to benefit from tariff‑driven stimulus. It picks the biggest short‑term loser from the list and holds it, betting on a quick rebound; very concentrated and volatile.
Out-of-sample annualized return ~35% vs S&P ~19%, focused buy-the-dip in U.S. chips/materials/industrials poised for tariff stimulus. Higher volatility (~9% drawdown) but stronger upside and Calmar ~3.93 vs S&P.
Portfolio of companies analyzed to be positively impacted by potential stimulus in response to tariff stress.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | concentrated, high‑turnover, industrials, materials, mean‑reversion, semiconductors, tariffs, thematic u.s. stimulus | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.45% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 10.91% | ||
| Return, trailing 1 month (out-of-sample) | -1.07% | ||
| Return, trailing 1 year (out-of-sample) | 137.85% | ||
| Return, trailing 3 months (out-of-sample) | 5.29% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.93 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.02% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.14 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 31.16% |
Collective2
Composer Technologies · Composer
