Composer · investment strategy
by Composer Technologies · via Composer
A daily‑rebalanced, risk‑aware portfolio: 80% flips between a defensive mix (cash, bonds, managed futures, defensive sectors) and an offensive mix (SPY/QQQ, sometimes SSO) using simple trend signals. 20% always buys two oversold safe assets.
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 Multi-asset 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.
80% is a tactical core, 20% a safe/oversold sleeve.<br>Risk check (moving average = recent average price): if SPY < 50‑day or QQQ < 200‑day or HYG (junk bonds) < 50‑day → Defensive: split that 80% across T‑bills (BIL), quality bonds, managed futures (DBMF), and defensive sectors (XLV/XLU/XLP).<br>Else → Offense: that 80% holds SPY/QQQ 50/50; if SPY rose >6% in 20 days, add leverage via SSO (2× S&P).<br>RSI = recent up vs down moves; the other 20% buys the two lowest‑RSI picks. Rebalance daily.
A daily‑rebalanced, risk‑aware portfolio: 80% flips between a defensive mix (cash, bonds, managed futures, defensive sectors) and an offensive mix (SPY/QQQ, sometimes SSO) using simple trend signals. 20% always buys two oversold safe assets.
Risk-aware, low-beta strategy with diversified ballast and trend risk controls. In out-of-sample tests it shows far smaller drawdowns and a stronger risk-adjusted profile vs. SPY, offering capital protection with upside participation.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, defensive equities, managed futures, risk management, sector rotation, tactical asset allocation, trend following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 11.26% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 0.81% | ||
| Return, trailing 1 month (out-of-sample) | 0.00% | ||
| 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) | 15.10 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -0.75% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 3.64 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 3.10% |
Composer Technologies · Composer
Composer Technologies · Composer
