Composer · investment strategy
by Composer Technologies · via Composer
Monthly: always keep 40% in cash. If the S&P 500 is trending up, put 60% in the recent 3‑month winner among QQQ, Costco, or short‑term Treasuries; otherwise rotate 60% among long Treasuries, high‑yield bonds, munis, or short‑term Treasuries.
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.
Each month: check SPY (S&P 500 fund) vs its 6‑month average. - If above: put 60% in the 3‑month winner among QQQ (Nasdaq‑100), COST (Costco), or SHY (short‑term Treasuries). Keep 40% in cash. - If not: put 60% in the 3‑month winner among TLT (long Treasuries), JNK (high‑yield bonds), MUB (munis), or SHY. Keep 40% in cash.
Monthly: always keep 40% in cash. If the S&P 500 is trending up, put 60% in the recent 3‑month winner among QQQ, Costco, or short‑term Treasuries; otherwise rotate 60% among long Treasuries, high‑yield bonds, munis, or short‑term Treasuries.
Disciplined, cash-buffered momentum strategy. Beta ~0.92 and Calmar ~1.58 imply lower market sensitivity with solid risk-adjusted performance, aided by 40% cash. Diversifies and protects capital vs the S&P 500, even if raw returns lag.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, cash buffer, concentration risk, momentum, tactical allocation, trend-following, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | monthly |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.77% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 20.24% | ||
| Return, trailing 1 month (out-of-sample) | 0.87% | ||
| Return, trailing 1 year (out-of-sample) | 12.17% | ||
| Return, trailing 3 months (out-of-sample) | -1.29% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.58 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.22% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.02 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 17.54% |
Composer Technologies · Composer
Composer Technologies · Composer
