Composer · investment strategy
by Composer Technologies · via Composer
A rules-based “cockroach” portfolio: splits money across growth stocks, bonds, commodities, and currencies. Buys tech in uptrends and dips, then quickly shifts to Treasuries or volatility hedges when markets overheat or break. Rebalanced daily.
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.
Your money is split: about 40% offense (growth), 40% defense, 20% core currencies. If U.S. stocks trend up (price above long‑term average), it rides tech (amplified funds like TQQQ/TECL) and buys dips; if prices spike or break, it briefly parks in Treasuries or “fear” (UVXY). Defense owns oil/gas, metals, and agriculture only when they’re rising, or sits in cash‑like bonds. Signals use trend (moving averages), heat gauges (RSI: 0–100), and recent drops. Tilt: tech, Treasuries, energy, metals, agri, USD/JPY/EUR.
A rules-based “cockroach” portfolio: splits money across growth stocks, bonds, commodities, and currencies. Buys tech in uptrends and dips, then quickly shifts to Treasuries or volatility hedges when markets overheat or break. Rebalanced daily.
Diversified, rules-based cockroach strategy blends growth, defense, and currencies with adaptive hedges and daily rebalancing. In 180-day out-of-sample, target ~7.95% annualized return, ~0.64 Sharpe, ~1.50 Calmar, and beta ~0.72— offering lower market beta with risk-adjusted growth vs the S&P 500.
Replaced better BTDN with BTDN
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | buy-the-dip, commodities, currencies, leveraged etfs, tactical allocation, treasuries, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 7.95% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 3.87% | ||
| Return, trailing 1 month (out-of-sample) | -0.75% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 2.92% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.50 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -5.28% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.64 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 13.35% |
Composer Technologies · Composer
Composer Technologies · Composer
