Composer · investment strategy
by Composer Technologies · via Composer
Capital‑preservation, rules‑based ETF mix: a large defensive core (Treasuries, gold, defensive factor) with small tactical trades and hedges when markets get too hot or too cold. Aims to beat money markets with shallow drawdowns.
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 Capital preservation 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.
Most money sits in calmer assets (short/long Treasuries SHY/TLT, gold GLD, broad commodities DBC, defensive long/short BTAL).<br>Signals then add small trades: if stocks are hot (high RSI), it adds hedges (VIXY/VIXM; YCS/EUO = stronger USD). If washed‑out (low RSI), it buys brief tech/semis bounces (QQQ, SOXX).<br>Weights favor calmer ETFs; rebalanced daily.
Capital‑preservation, rules‑based ETF mix: a large defensive core (Treasuries, gold, defensive factor) with small tactical trades and hedges when markets get too hot or too cold. Aims to beat money markets with shallow drawdowns.
Out-of-sample, it outperforms the S&P on risk-adjusted terms: Sharpe 1.64 vs 1.19, Calmar 2.91, max drawdown 1.82% vs 8.89%. Capital preservation with a defensive core and small hedges, delivering steadier gains with less risk.
The primary goal of this algorithm is to be a safer place to put your money than broad equities, while far outperforming returns of typical money market funds. As such, it has a very low max drawdown backtested over a long timeframe, while still achieving a decent annual return of over 13% in backtesting to 2013. It's a composite portfolio weighted by volatility, with heavier exposures to fixed income and low volatility assets. Use it as a place to park excess emergency fund cash, or to hold cash you are saving for bigger purchases.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | capital preservation, inflation-aware, low volatility, multi-asset, quantitative, rsi-based, tactical allocation, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 5.30% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 5.02% | ||
| Return, trailing 1 month (out-of-sample) | 0.98% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.44% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.91 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -1.82% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.64 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 3.20% |
Composer Technologies · Composer
Composer Technologies · Composer
