Composer · investment strategy
by Composer Technologies · via Composer
Stay 100% in SGOV, an ETF of 0–3 month U.S. Treasury bills. Rebalance daily to keep all cash in this low‑risk, cash‑like fund, earning a yield close to short‑term Treasury rates with very small price swings.
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 day, the strategy puts 100% of the portfolio into SGOV, an ETF that holds 0–3 month U.S. Treasury bills (very short‑term loans to the U.S. government). If more cash‑like funds were listed, it would split them evenly. The 10‑day setting doesn’t change anything here. Daily rebalancing keeps all money in this cash‑like fund so you earn the current T‑bill yield with minimal price movement.
Stay 100% in SGOV, an ETF of 0–3 month U.S. Treasury bills. Rebalance daily to keep all cash in this low‑risk, cash‑like fund, earning a yield close to short‑term Treasury rates with very small price swings.
Ultra-safe, high risk-adjusted strategy. Out-of-sample Sharpe ~20 vs SPY ~2.4; near-zero beta; drawdown ~0.01% vs ~3%; 100% SGOV to earn short-term Treasury yields with minimal volatility—clear risk-adjusted edge over the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | capital preservation, cash management, low-risk income, treasury bills, ultra-short bond etf | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 3.61% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 0.76% | ||
| Return, trailing 1 month (out-of-sample) | 0.32% | ||
| 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) | 45148.96 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -0.00% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 20.28 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 0.18% |
Composer Technologies · Composer
Composer Technologies · Composer
