Composer · investment strategy
by Composer Technologies · via Composer
A daily switch: when major indexes are in downtrends and Consumer Staples lead, it moves to T‑bills, stable bonds, managed futures, and inverse/volatility hedges. Otherwise it holds broad U.S. stocks (cap‑ and equal‑weight) with a small dose of leverage.
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 Capital preservation 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.
Checked daily. If SPY (S&P 500) and QQQ (Nasdaq‑100) are both below their 200‑day averages (a long‑term trendline) and Consumer Staples (XLP) shows stronger short‑term momentum than SPY (RSI = a 0–100 recent‑strength score) and XLP is above SPY’s long‑term line, it shifts to Defense: 20% T‑bill ETFs, 20% the most stable bond ETF, 30% managed futures (DBMF), 30% two low‑vol inverse/vol funds (SH/PSQ/RWM/VIXY). Otherwise, it splits equally across SPY, QQQ, RSP, QQQE, plus small slices in 2× SSO and QLD.
A daily switch: when major indexes are in downtrends and Consumer Staples lead, it moves to T‑bills, stable bonds, managed futures, and inverse/volatility hedges. Otherwise it holds broad U.S. stocks (cap‑ and equal‑weight) with a small dose of leverage.
Out-of-sample: 15.37% annualized return, 7.05% max drawdown, Calmar 2.18. A regime-switching mix of Treasuries, managed futures, and hedges diversifies away SPY risk, offering a complementary, potentially smoother growth path versus the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, cash-like t-bills, daily rebalance, inverse hedges, managed futures, risk-on/risk-off, tactical asset allocation, trend-following, volatility | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.37% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 4.23% | ||
| Return, trailing 1 month (out-of-sample) | 3.88% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 3.62% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.18 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.05% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.92 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 17.40% |
Composer Technologies · Composer
Composer Technologies · Composer
