Composer · investment strategy
by Composer Technologies · via Composer
A daily trend switch: when major US stock indexes weaken, it moves mostly to T‑Bills with hedges (managed‑futures and small inverse stock positions) and a small bond mix; when trends are healthy, it owns the S&P 500 (SPY).
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.
Each day it checks the long‑term trend: if SPY or QQQ is below its 200‑day average (a simple “is the market weak?” line), it switches to a defensive mix: ~80% BIL (T‑Bills), ~10% DBMF (managed‑futures), ~10% PSQ/SH (short Nasdaq/S&P), plus a small bond slice (BND, IEF, TLT, VCIT). Otherwise it holds SPY. Rebalanced daily.
A daily trend switch: when major US stock indexes weaken, it moves mostly to T‑Bills with hedges (managed‑futures and small inverse stock positions) and a small bond mix; when trends are healthy, it owns the S&P 500 (SPY).
A trend-switch strategy: stay in SPY in uptrends, tilt to cash/bonds/futures/hedges in downtrends. Out-of-sample Sharpe ~3.57 and Calmar ~28 signal far better risk-adjusted returns and smaller drawdowns than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, defensive, inverse-hedge, managed futures, risk-on/off, t-bills, tactical, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.01% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 2.98% | ||
| Return, trailing 1 month (out-of-sample) | 2.98% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 2.82% |
| Calmar ratio, out-of-sample period (out-of-sample) | 28.47 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -1.41% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 3.57 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 10.03% |
Composer Technologies · Composer
Composer Technologies · Composer
