Composer · investment strategy
by Composer Technologies · via Composer
Daily, rule‑based: hedge with VIXY when the S&P 500 looks overheated; buy 2x Nasdaq (QLD) on rare sell‑offs; otherwise own SPY + Berkshire if corporate bonds look firmer than big stocks, or sit in T‑Bills (BIL).
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.
Daily rules. 1) If the S&P 500’s recent price “heat score” (RSI, a 0–100 gauge of recent speed) is >80 (very hot), buy VIXY—a fund that jumps when market fear spikes. 2) Else if the Nasdaq‑100’s RSI <30 (very cold), buy QLD (2x Nasdaq) for a rebound. 3) Else compare bonds vs stocks: if investment‑grade corporate bonds (IGIB) look stronger than big stocks (VV), hold 50/50 SPY (S&P 500) and BRK.B (Berkshire). Otherwise, sit in BIL (T‑Bills).
Daily, rule‑based: hedge with VIXY when the S&P 500 looks overheated; buy 2x Nasdaq (QLD) on rare sell‑offs; otherwise own SPY + Berkshire if corporate bonds look firmer than big stocks, or sit in T‑Bills (BIL).
Out-of-sample edge: Sharpe ~1.89 vs 1.83, drawdown ~6.7% vs 8.9%, Calmar ~2.59. A hedged, rule-based tilt seeks capital protection with solid upside vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, momentum and mean‑reversion, risk-on/off, tactical allocation, u.s. equities, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.33% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 24.54% | ||
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 year (out-of-sample) | 16.11% | ||
| Return, trailing 3 months (out-of-sample) | 0.80% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.59 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.69% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.89 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 8.70% |
Composer Technologies · Composer
Composer Technologies · Composer
