Composer · investment strategy
by Composer Technologies · via Composer
A global stock mix with a small-value tilt that switches between all-stock and a 70% Treasuries/30% stock mix using a simple trend check: SPY above its 200-day average = aggressive; below = defensive. US, developed ex-US, and emerging stocks. Daily checks.
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 International equities label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
Checks SPY (S&P 500 ETF) against its 200-day average. If SPY is above, go 100% stocks: VTI (US), VEA (dev ex-US), VWO (emerging), plus small-value tilts AVUV (US) and AVDV (intl). If below, shift to 70% US Treasuries via VGSH (short) and SPTI (intermed.), keep 30% in the same stock mix. Stocks cover all sectors; small-value tilts lean more to financials, industrials, energy, materials than big tech. Checked daily.
A global stock mix with a small-value tilt that switches between all-stock and a 70% Treasuries/30% stock mix using a simple trend check: SPY above its 200-day average = aggressive; below = defensive. US, developed ex-US, and emerging stocks. Daily checks.
Trend-based, globally diversified with a Treasury hedge and small-value tilt. Out-of-sample Calmar 2.43 and tighter drawdowns signal steadier risk-adjusted performance vs the S&P 500, with upside when markets rise.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | global stocks, risk on/off, small-cap value tilt, tactical asset allocation, treasuries hedge, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.26% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 31.81% | ||
| Return, trailing 1 month (out-of-sample) | -0.91% | ||
| Return, trailing 1 year (out-of-sample) | 14.01% | ||
| Return, trailing 3 months (out-of-sample) | 1.41% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.43 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.75% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.65 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 12.15% |
Composer Technologies · Composer
Composer Technologies · Composer
