Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based sector rotation that leans into stocks when risk-on signals lead and steps down to Treasuries, T‑Bills, or managed futures (KMLM) when conditions weaken. It often buys the most oversold pick for rebounds and uses safety rules to limit drawdowns.
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 asks: who looks strongest right now? RSI is a short‑term strength meter (how stretched price has moved). If tech leads, it buys a big index/tech fund that’s temporarily oversold and pairs it with a safer bond/defensive pick. If signals turn cautious (bonds beat stocks, volatility spikes), it shifts to Treasuries or T‑Bills. If tech lags, it may choose KMLM (a trend‑following futures fund) or cash instead.
Daily, rules-based sector rotation that leans into stocks when risk-on signals lead and steps down to Treasuries, T‑Bills, or managed futures (KMLM) when conditions weaken. It often buys the most oversold pick for rebounds and uses safety rules to limit drawdowns.
Out-of-sample edge: ~26% annual return vs ~20% for S&P; Sharpe ~2.32 vs ~1.45; Calmar ~6.18; max drawdown ~4.22% vs ~8.89%. A daily, rules-based rotation that aims higher upside with less downside than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, daily rebalance, defensive sectors, inverse hedges, leveraged etfs, managed futures, risk management, sector rotation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.09% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 18.12% | ||
| Return, trailing 1 month (out-of-sample) | 0.72% | ||
| Return, trailing 1 year (out-of-sample) | 29.77% | ||
| Return, trailing 3 months (out-of-sample) | 0.56% |
| Calmar ratio, out-of-sample period (out-of-sample) | 6.18 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -4.22% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.32 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 10.26% |
SoFi Wealth · SoFi
Composer Technologies · Composer
