Composer · investment strategy
by Composer Technologies · via Composer
Own two recent winners and a small cash cushion. ~50% goes to the strongest short‑term small/mid‑cap, ~40% to the strongest recent large/mid‑cap, and ~10% stays in cash. Rebalanced daily; very concentrated and momentum‑driven.
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 Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
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 splits your money 50/50 into two lists.<br>• Half 1: From a curated set of larger growth names, it buys the single stock that rose the most over the last month and keeps ~20% of this half in cash (a ~10% cash cushion overall).<br>• Half 2: From a smaller, more volatile list, it buys the single stock with the strongest ~2‑week rise.<br>It rechecks daily, so you usually hold 2 stocks plus some cash.
Own two recent winners and a small cash cushion. ~50% goes to the strongest short‑term small/mid‑cap, ~40% to the strongest recent large/mid‑cap, and ~10% stays in cash. Rebalanced daily; very concentrated and momentum‑driven.
Two concentrated momentum sleeves can diversify risk with low beta, but out-of-sample results are negative: -50% annualized return and ~9% max drawdown. Use as a small tactical sleeve to complement, not replace, the S&P 500.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | concentrated, daily rebalancing, high turnover, momentum, small-cap tilt, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -50.08% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -3.25% | ||
| Return, trailing 1 month (out-of-sample) | -1.60% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -37.21% |
| Calmar ratio, out-of-sample period (out-of-sample) | -5.45 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.19% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -2.25 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 31.55% |
Composer Technologies · Composer
Composer Technologies · Composer
