Composer · investment strategy
by Composer Technologies · via Composer
Bond‑led, daily‑rebalanced tactical strategy. It reads short/long Treasury moves, credit, and volatility to flip between Risk‑On, Risk‑Off, or Hedged. Uses ETFs (some leveraged/inverse) across stocks, bonds, commodities, FX, and volatility.
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.
It watches bonds and volatility first (short‑term Treasuries SHY, long Treasuries TLT, credit JNK, VIX). From these it labels the market as Risk‑On, Inflation‑shock/Stagflation, or Bottoming. Then it shifts into baskets: Risk‑On (tech/growth ETFs like QQQ, SMH), Risk‑Off (Treasuries TLT/TMF, gold GLD, utilities XLU), or Hedges/Shorts (TBT/TMV, VIXY, inverse sector funds). RSI is a 0–100 hot/cold meter; moving‑average return = recent trend; stdev = choppiness. Rebalanced daily.
Bond‑led, daily‑rebalanced tactical strategy. It reads short/long Treasury moves, credit, and volatility to flip between Risk‑On, Risk‑Off, or Hedged. Uses ETFs (some leveraged/inverse) across stocks, bonds, commodities, FX, and volatility.
Compared to the S&P 500, this bond-led, regime-switching strategy delivers superior risk-adjusted performance: OOS Sharpe ~2.93 vs ~1.75, annualized return ~29.5% vs ~20.1%, and smaller drawdown ~2.64% vs ~3.06%.
Collection of algorithms that trade based off bond-based signals.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bond-led macro, daily rebalanced, leveraged/inverse etfs, regime switching, tactical asset allocation, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.50% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 6.13% | ||
| Return, trailing 1 month (out-of-sample) | 3.58% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 11.18 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -2.64% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.93 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 9.11% |
Composer Technologies · Composer
Composer Technologies · Composer
