Composer · investment strategy
by Composer Technologies · via Composer
Weekly, it buys the 3 weakest major U.S. sectors by 1‑year return, but replaces any sector up >10% with T‑bills (SHV). Equal‑weighted across three positions; a contrarian tilt with a built‑in safety option.
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 Capital preservation 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.
Each week it looks at 7 big U.S. stock sectors: XLK=Tech, XLV=Health Care, XLY=Consumer Disc., XLP=Consumer Staples, XLE=Energy, XLI=Industrials, XLF=Financials (broad, liquid market coverage).<br>For each, check 1‑year return. If a sector is up >10%, swap it for SHV (a T‑bill fund). Then buy equal amounts of the 3 with the worst 1‑year results. Idea: buy what’s out of favor; if nothing looks cheap, sit in T‑bills. Rebalance weekly.
Weekly, it buys the 3 weakest major U.S. sectors by 1‑year return, but replaces any sector up >10% with T‑bills (SHV). Equal‑weighted across three positions; a contrarian tilt with a built‑in safety option.
Out-of-sample Sharpe 1.88 vs SPY 1.75; lower drawdown (2.45% vs 3.38%); beta ~0.28; Calmar 5.14. Weekly contrarian picks with SHV hedge offer stronger risk-adjusted returns and protection versus 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) | defensive, mean reversion, sector rotation, t-bills, us sectors, weekly rebalance | ||
| Asset classes / instruments | equities |
| Rebalance frequency | weekly |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.59% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 3.49% | ||
| Return, trailing 1 month (out-of-sample) | 0.40% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 2.27% |
| Calmar ratio, out-of-sample period (out-of-sample) | 5.14 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -2.45% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.88 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 6.51% |
Composer Technologies · Composer
Composer Technologies · Composer
