Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based “risk switch.” It goes all-in SPY in healthy uptrends, splits between SPY and cash if things look stretched, hides in cash or shorts (SH) when trends break, and only rarely uses UVXY during fear spikes. BDRY and BND act as warning lights.
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.
Daily, it checks a few “thermometers”:<br>- Global trade pulse: if a shipping index (BDRY) is strong, it stays in stocks (SPY).<br>- Stock trend: is the S&P 500 above or below its 200‑day and 50‑day averages?<br>- Short‑term “heat” (RSI): a 0–100 gauge of how stretched up or down the market is.<br>- Risk appetite: are bonds firming and bearish bets fading (BND vs SH)?<br>Then it picks: mostly SPY in uptrends, SPY+cash if mixed, cash (BIL) or a small/large short (SH) in downtrends, and rarely UVXY during building fear spikes.
A daily, rules-based “risk switch.” It goes all-in SPY in healthy uptrends, splits between SPY and cash if things look stretched, hides in cash or shorts (SH) when trends break, and only rarely uses UVXY during fear spikes. BDRY and BND act as warning lights.
Similar upside to the S&P 500 (≈20.77% annually) but better risk-adjusted with Calmar ≈2.34 and the same ~8.9% max drawdown. A daily, rules-based rotation to cash/shorts/hedges aims to protect on stress while chasing uptrends.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | risk-managed, s&p 500, tactical asset allocation, trend-following, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.77% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 23.24% | ||
| Return, trailing 1 month (out-of-sample) | 2.37% | ||
| Return, trailing 1 year (out-of-sample) | 17.26% | ||
| Return, trailing 3 months (out-of-sample) | 3.83% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.34 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.88% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.57 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 12.54% |
Composer Technologies · Composer
Composer Technologies · Composer
