Composer · investment strategy
by Composer Technologies · via Composer
Daily rotates into one “safer” bond or defensive‑sector fund—the one that has dropped the most over the last 10 days (lowest RSI)—to bet on a short‑term rebound. It holds a single fund and can switch frequently.
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 Conservative risk label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
Quantbase
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.
Each day it checks a 10‑day “recently sold off” score (RSI: compares recent up vs down days; lower = fell more). From a short list of safer funds—BSV (short‑term bonds), TLT (long Treasuries), LQD (corporate bonds), VBF (bond fund), XLP/XLV/XLU (defensive stock sectors), UGE (2× staples)—it buys the single fund with the lowest score, aiming for a quick bounce. It usually holds just one fund at a time and rechecks daily.
Daily rotates into one “safer” bond or defensive‑sector fund—the one that has dropped the most over the last 10 days (lowest RSI)—to bet on a short‑term rebound. It holds a single fund and can switch frequently.
Out-of-sample edge: higher risk-adjusted returns (Sharpe ~1.65) and ~30% annualized gain vs SPY ~18%, with ultra-low beta (~0.17) and Calmar ~3.29—delivering stronger, steadier gains with far less market risk.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bond/defensive rotation, daily rebalance, mean reversion, rsi(10), single-position | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.88% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 28.94% | ||
| Return, trailing 1 month (out-of-sample) | -1.84% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -0.12% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.29 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.09% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.65 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 16.82% |
SoFi Wealth · SoFi
Composer Technologies · Composer
