Composer · investment strategy
by Composer Technologies · via Composer
Daily strategy that switches between 3x long and 3x short 20+yr U.S. Treasuries, guided by many short‑term cross‑market signals and TLT overbought/oversold readings. Occasional small equity sleeve. Very high return potential with big 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 Macro signals 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.
It makes daily, rules‑based bets on long‑dated U.S. Treasuries both up and down using leveraged funds: TMF (3x long) when bonds likely rise, TMV (3x short) when they likely fall. Dozens of quick signals compare recent 1–4 week performance of “inflation” vs “defensive” markets (e.g., oil vs staples). If riskier assets lead, it shorts; if defensives lead, it buys. A short‑term TLT RSI (an ‘overbought/oversold’ score) can also flip the stance. Signals are blended and sized by volatility.
Daily strategy that switches between 3x long and 3x short 20+yr U.S. Treasuries, guided by many short‑term cross‑market signals and TLT overbought/oversold readings. Occasional small equity sleeve. Very high return potential with big swings.
Out-of-sample performance shows higher risk-adjusted returns with lower drawdown vs the S&P: annualized 27.6% vs 18%; max drawdown 4.0% vs 8.9%; Sharpe 1.73 vs 1.34; Calmar 6.94. Daily levered Treasury signals target steadier upside.
A volatile high return algorithm that maximizes trading in US Treasury bonds both long and short. The predominant signals in here compare short term moving averages between assets that have historically been good predictors of long/short treasury trading. Individually, each signal is quite volatile, but spread across many different signals, you get a smoother and higher return algorithm.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | high‑volatility, leveraged etfs, long/short treasuries, mean‑reversion, momentum, rates trading, systematic, tactical asset allocation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.58% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 20.39% | ||
| Return, trailing 1 month (out-of-sample) | 5.32% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 4.59% |
| Calmar ratio, out-of-sample period (out-of-sample) | 6.94 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -3.97% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.73 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 14.77% |
Composer Technologies · Composer
Composer Technologies · Composer
