Composer · investment strategy
by Composer Technologies · via Composer
A simple, unleveraged, daily strategy that buys recent “losers” for quick rebounds: one pick from a small stock/utility list and one from a mostly‑bonds list, split 50/50. Can concentrate if both lists choose the same fund.
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 Conservative risk label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
Quantbase
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.
What it buys (tickers): QQQ (large US tech), SPY (largest US stocks), XLU (utilities), XLP (consumer staples), TLT (long‑term Treasuries), LQD (inv‑grade corporate bonds), BSV (short‑term bonds), VBF (bond CEF).<br>Each day it scores the last 10 trading days; lower score = more recently sold‑off. From two small lists, it buys the weakest fund in each and splits money 50/50. If both lists pick the same fund, it holds just that one. Rebalanced daily.
A simple, unleveraged, daily strategy that buys recent “losers” for quick rebounds: one pick from a small stock/utility list and one from a mostly‑bonds list, split 50/50. Can concentrate if both lists choose the same fund.
Out-of-sample edge: 20.8% annualized return vs SPY 18.6%, max drawdown 5.3% vs 8.9%, Sharpe 1.67 vs 1.40, beta ~0.38. Unleveraged mean-reversion across defensives/bonds delivers stronger risk-adjusted gains and downside protection.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, consumer staples, daily rebalancing, etfs, mean reversion, tech index, unleveraged, utilities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.81% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 16.27% | ||
| Return, trailing 1 month (out-of-sample) | -1.63% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -1.01% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.92 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -5.30% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.67 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.81% |
SoFi Wealth · SoFi
Composer Technologies · Composer
