Composer · investment strategy
by Composer Technologies · via Composer
An equal‑weight, daily‑rebalanced basket of alternative ETFs—mainly trend‑following futures plus hedged equity—built to diversify away from traditional stock/bond risk.
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 Alternatives 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.
It splits your money evenly across five “alternative” ETFs and rebalances back to equal weight every day.<br>- Two funds (CTA, DBMF) follow price trends in futures (can profit in up or down moves).<br>- The other three (IALT, QALT, CLSE) are hedged/alternative stock strategies aiming to move differently than the S&P 500.
An equal‑weight, daily‑rebalanced basket of alternative ETFs—mainly trend‑following futures plus hedged equity—built to diversify away from traditional stock/bond risk.
Out-of-sample, this strategy beats SPY on risk-adjusted return: OOS Sharpe 2.31 vs 1.61, OOS return 19.22% vs 18.76%, and lower drawdown (2.68% vs 3.38%), beta near zero, Calmar 7.17—diversifies stock/bond risk with a daily-rebalanced alt basket.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | alternatives, daily rebalanced, diversification, long/short equity, managed futures, market neutral | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.22% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 5.74% | ||
| Return, trailing 1 month (out-of-sample) | 2.25% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 6.09% |
| Calmar ratio, out-of-sample period (out-of-sample) | 7.17 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -2.68% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.31 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 7.84% |
Composer Technologies · Composer
Composer Technologies · Composer
