Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, daily ETF strategy that flips between inflation/growth and defensive baskets, and adds short-term hedges or bounce trades, aiming to stay less tied to broad market swings.
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.
“it shifts to defensives (staples/healthcare/utilities), gold and hedges”
“If too hot, it adds a volatility hedge”
“sizes positions evenly and updates daily”
“If yes, it spreads money across pro‑growth picks (cyclical sectors, commodities, strong‑USD).”
“If no, it shifts to defensives (staples/healthcare/utilities), gold and hedges.”
“if washed out, it buys high‑beta tech (often semiconductors) for a bounce”
“A collection of shorter term cross-asset moving average comparisons algorithms”
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.
5 missing
The text the rules are quoted from, with where it came from.
It asks two quick questions every day: (1) Are “risk-on” markets beating “defensive” ones over the last few days? If yes, it spreads money across pro‑growth picks (cyclical sectors, commodities, strong‑USD). If no, it shifts to defensives (staples/healthcare/utilities), gold and hedges. (2) Are stocks unusually hot or cold? If too hot, it adds a volatility hedge; if washed out, it buys high‑beta tech (often semiconductors) for a bounce. Then it sizes positions evenly and updates daily.
A rules-based, daily ETF strategy that flips between inflation/growth and defensive baskets, and adds short-term hedges or bounce trades, aiming to stay less tied to broad market swings.
Daily rotating, rules-based strategy with low beta (~0.36), lower drawdowns (≈2.0% vs 2.47% SPY) and strong risk-adjusted returns (Calmar ~6, Sharpe ~1.65), offering steadier, less-correlated exposure than the S&P 500.
A collection of shorter term cross-asset moving average comparisons algorithms that work to be very non-correlated to market moves.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | cross-asset rotation, daily rebalance, etfs, leveraged/inverse etfs, macro regime, trend + mean reversion, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 11.86% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 1.52% | ||
| Return, trailing 1 month (out-of-sample) | 2.41% | ||
| 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) | 5.99 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -1.98% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.65 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 7.15% |
Composer Technologies · Composer
Composer Technologies · Composer
