Composer · investment strategy
by Composer Technologies · via Composer
A large, rules-driven “all‑weather” portfolio that rides trends in tech stocks, bonds, gold, oil/commodities, and the U.S. dollar, but quickly hedges or goes to cash/Treasuries when markets overheat or fall. Uses some leveraged, inverse, and volatility funds.
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 Leveraged ETFs 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’s a rules-based, daily mix of stocks, bonds, gold, oil/commodities, the U.S. dollar, and volatility hedges. It buys assets in uptrends (price above a moving‑average trendline) and cuts/shorts when overheated or falling. RSI (0–100 speed‑of‑move; high=hot, low=washed‑out) and return triggers drive entries. In selloffs it shifts to T‑bills, long Treasuries, inverse stock ETFs, or VIX funds. Examples: QQQ=big tech, TLT=long Treasuries, GLD=gold, DBC=commodities, UUP=dollar; PSQ/SH=short; VIXY/UVXY=vol hedge.
A large, rules-driven “all‑weather” portfolio that rides trends in tech stocks, bonds, gold, oil/commodities, and the U.S. dollar, but quickly hedges or goes to cash/Treasuries when markets overheat or fall. Uses some leveraged, inverse, and volatility funds.
Out-of-sample Sharpe 1.71 vs S&P 1.52; drawdown ~1.50% vs ~3.38%; Calmar ~11; return ~16.4% vs SPY ~19.2%. Diversified, rules-based trend-following that participates in rallies while delivering far lower downside risk.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, commodities/gold/oil, daily rebalance, leveraged & inverse etfs, mean-reversion, momentum, multi-asset, risk-on/risk-off, trend-following, u.s. dollar, volatility hedges | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.39% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 5.32% | ||
| Return, trailing 1 month (out-of-sample) | 0.62% | ||
| Return, trailing 1 year (out-of-sample) | 27.98% | ||
| Return, trailing 3 months (out-of-sample) | 4.74% |
| Calmar ratio, out-of-sample period (out-of-sample) | 10.96 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -1.50% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.71 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 9.20% |
Composer Technologies · Composer
Composer Technologies · Composer
