Composer · investment strategy
by Composer Technologies · via Composer
Cash‑plus, risk‑on/risk‑off system: keep a stable cash core, add crash insurance when markets overheat, buy leading tech on deep pullbacks, hide in T‑bills/defensives in downtrends. Uses bonds, commodities, dollar and KMLM to steer exposure. Very active and high risk.
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 Multi-asset 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 cash‑like bond funds (GSY, PULS/BIL) for stability.<br>When stocks look very “hot,” it buys volatility funds (UVXY/VIXY) as crash insurance.<br>After sharp drops, it buys strong tech/semis (TQQQ/TECL/SOXL) for rebounds.<br>If the trend weakens, it holds T‑bills/BTAL or shorts.<br>Bonds, gold, oil, the US dollar, and a managed‑futures fund (KMLM) nudge risk up/down.
Cash‑plus, risk‑on/risk‑off system: keep a stable cash core, add crash insurance when markets overheat, buy leading tech on deep pullbacks, hide in T‑bills/defensives in downtrends. Uses bonds, commodities, dollar and KMLM to steer exposure. Very active and high risk.
Out-of-sample, this cash-plus strategy delivers strong risk-adjusted performance (Calmar ~1.86; Sharpe ~1.31) through a cash core, crash hedges, and selective tech rebounds—diversified, resilient exposure versus the S&P 500 in volatile markets.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, cash-plus, commodities, leveraged etfs, managed futures, risk‑on/off, tactical multi-asset, trend/mean‑reversion, volatility hedged | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.25% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 11.16% | ||
| Return, trailing 1 month (out-of-sample) | 0.58% | ||
| Return, trailing 1 year (out-of-sample) | 18.32% | ||
| Return, trailing 3 months (out-of-sample) | -4.58% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.86 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.81% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.31 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 13.56% |
Composer Technologies · Composer
Composer Technologies · Composer
