Composer · investment strategy
by Composer Technologies · via Composer
A weekly, rules‑based portfolio that rotates into recent winners while keeping a 20% safety mix. 30% picks the best 6‑mo ETFs, 25% top 1‑yr blue chips, 25% top 3‑mo growth names, 20% stays in cash‑like, dividends, gold, TIPS, and energy.
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 Income / dividends 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.
Weekly, it splits your money 30/25/25/20:<br>- 30%: Buys the 3 ETFs with the best 6‑month return from a broad list (semis, value, foreign, energy, gold, Bitcoin ETF IBIT, utilities, long bonds TLT, US dollar UUP, managed‑futures KMLM, cash‑like T‑bills SGOV, defense).<br>- 25%: Top 8 blue‑chip stocks by 1‑year return.<br>- 25%: Top 8 fast‑growth names by 3‑month return (AI/tech themes).<br>- 20%: Steady mix of SGOV, SCHD, GLD, EFV, SCHP, XLE.
A weekly, rules‑based portfolio that rotates into recent winners while keeping a 20% safety mix. 30% picks the best 6‑mo ETFs, 25% top 1‑yr blue chips, 25% top 3‑mo growth names, 20% stays in cash‑like, dividends, gold, TIPS, and energy.
Out-of-sample Sharpe 6.66 vs SPY 3.86; annualized return 103% vs 41%; Calmar 64.3 signals elite risk-adjusted growth. A four-sleeve, momentum-driven strategy with ballast and weekly rebalancing aims to outperform the S&P across regimes.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | ballast (cash/dividends/gold/tips/energy), blue chips, growth/ai tilt, multi-asset rotation, recent-winner selection, weekly rebalance | ||
| Asset classes / instruments | equities |
| Rebalance frequency | weekly |
| Return, out-of-sample period (annualized) (out-of-sample) | 103.09% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 4.90% | ||
| Return, trailing 1 month (out-of-sample) | -4.41% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 64.30 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -1.60% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 6.66 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.42% |
Collective2
Composer Technologies · Composer
