Composer · investment strategy
by Composer Technologies · via Composer
Rules-based portfolio that goes defensive (T‑bills, bonds, managed‑futures, defensive sectors) when markets weaken; otherwise holds SPY+QQQ, adding a small 2× S&P (SSO) boost after a strong month. Rebalanced daily.
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.
Each day it looks for warning signs: if the S&P 500 or Nasdaq fall below recent average prices, or if high‑yield bonds (HYG) weaken, it shifts to a defensive mix: 20% T‑bills (BIL), 20% bond funds (BND/IEF/TLT/VCIT), 20% managed‑futures (DBMF), 40% defensive sectors (XLV/XLU/XLP). If no warnings, it holds SPY+QQQ; after a very strong month (S&P ~20‑day gain >6%), it adds a small 2× S&P slice (SSO). Rebalances daily.
Rules-based portfolio that goes defensive (T‑bills, bonds, managed‑futures, defensive sectors) when markets weaken; otherwise holds SPY+QQQ, adding a small 2× S&P (SSO) boost after a strong month. Rebalanced daily.
Defensive, momentum-driven strategy with strong risk-adjusted gains. Out-of-sample Calmar 14.66 and max drawdown ~0.77% vs SPY ~1.41%. Diversified hedges (cash/bonds/futures/defensive sectors) plus 2x SSO momentum to capture upside.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds/cash, defensive sectors, leverage overlay, managed futures, risk-on/risk-off, tactical allocation, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 11.23% | ||
| 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) | 14.66 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -0.77% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 3.90 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 2.89% |
Composer Technologies · Composer
Composer Technologies · Composer
