Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, all-weather mix of stocks, bonds, commodities, and hedges. Adds risk when trends are healthy; cuts risk or hedges when markets look hot or jumpy (T-Bills, Treasuries, gold, dollar, VIX tools). Rebalanced daily.
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 Multi-asset 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.
Splits money into stocks (~45%), bonds (~30%), commodities/real assets (~15%), and a small volatility hedge (~10%). Rules drive each sleeve:<br>- Trend (price vs average): stay invested or sit in T‑Bills.<br>- RSI (0–100 “speed”): high=overheated (trim/hedge), low=washed‑out (buy dips).<br>- Vol spikes (VIX): add VIXY/defensives.<br>Focus: broad U.S. stocks plus tech/semis, financials, staples, comms; some EM/Asia; REITs & infrastructure. Rebalanced daily.
Rules-based, all-weather mix of stocks, bonds, commodities, and hedges. Adds risk when trends are healthy; cuts risk or hedges when markets look hot or jumpy (T-Bills, Treasuries, gold, dollar, VIX tools). Rebalanced daily.
All-weather, rules-based mix with dynamic hedges. Out-of-sample: 12.4% annualized return, max drawdown 11.2%, Calmar 1.10. Lower drawdowns and steadier risk-adjusted gains versus the S&P 500’s higher drawdown.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, mean reversion, multi-asset tactical allocation, risk-on/risk-off, sector rotation, trend/momentum, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.39% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.27% | ||
| Return, trailing 1 month (out-of-sample) | -0.94% | ||
| Return, trailing 1 year (out-of-sample) | 5.33% | ||
| Return, trailing 3 months (out-of-sample) | -0.03% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.10 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.24% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.90 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 14.04% |
Composer Technologies · Composer
Composer Technologies · Composer
