Composer · investment strategy
by Composer Technologies · via Composer
A cash‑plus, risk‑managed portfolio: ~90% in a conservative, diversified “better than cash” mix, and ~10% in a tactical sleeve that hedges with VIXY when markets look overheated and buys small leveraged equity ETFs after sharp drops if odds favor a rebound.
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.
About 90% sits in a low-risk “better than cash” mix: mostly ultra‑short bonds (PULS) plus small slices of the US dollar (UUP), gold (GLD), managed futures (KMLM), long Treasuries (ZROZ), a market‑neutral stock factor (BTAL), and a bit of SPY/QQQ (sized by calmness). The other ~10% is tactical: it uses a short‑term “speedometer” called RSI (0–100; high=overheated, low=washed‑out). If overheated, it buys VIXY (a fear hedge). If washed‑out, it buys small, leveraged stock ETFs for rebounds. Otherwise it stays in the cash‑like mix.
A cash‑plus, risk‑managed portfolio: ~90% in a conservative, diversified “better than cash” mix, and ~10% in a tactical sleeve that hedges with VIXY when markets look overheated and buys small leveraged equity ETFs after sharp drops if odds favor a rebound.
Risk-managed cash-plus strategy with very low beta and superior risk-adjusted results: oos Sharpe 2.73 vs SPY 1.36, max drawdown 0.9% vs 8.9%, Calmar 6.75. Strong downside protection with selective rebound bets, better risk control than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | cash-plus, diversified, managed futures, multi-asset, risk-managed, tactical allocation, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 3.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 6.12% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 4.46% | ||
| Return, trailing 1 month (out-of-sample) | 0.66% | ||
| Return, trailing 1 year (out-of-sample) | -0.72% | ||
| Return, trailing 3 months (out-of-sample) | 0.77% |
| Calmar ratio, out-of-sample period (out-of-sample) | 6.75 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -0.91% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.73 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 2.20% |
Composer Technologies · Composer
Composer Technologies · Composer
