Composer · investment strategy
by Composer Technologies · via Composer
Daily trend-following mix: all‑stock globally when the S&P 500 is above its 50‑day average; otherwise, cut stocks to 30% and move 70% into US Treasuries. Broad global exposure with a small‑cap value tilt; aims to reduce drawdowns in downtrends.
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.
Each day we check if the S&P 500 fund (SPY) is above its 50‑day average price (average of the last ~2.5 months). If yes: hold stocks—VTI (US), VEA (developed ex‑US), VWO (emerging), AVUV/AVDV (US/int’l small‑value). If not: keep 30% in those stocks and shift 70% to VGSH/SPTI (short/intermediate US Treasuries). Stock exposure spans all major sectors.
Daily trend-following mix: all‑stock globally when the S&P 500 is above its 50‑day average; otherwise, cut stocks to 30% and move 70% into US Treasuries. Broad global exposure with a small‑cap value tilt; aims to reduce drawdowns in downtrends.
Daily trend-following global equity strategy with Treasuries in down markets. Out-of-sample drawdown 5.36% vs SPY 8.89%; Calmar 3.71; 19.9% annualized returns. Lower downside, steadier growth vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | factor tilt, global equities, momentum, risk management, tactical allocation, treasuries, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.90% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 29.69% | ||
| Return, trailing 1 month (out-of-sample) | -1.93% | ||
| Return, trailing 1 year (out-of-sample) | 9.70% | ||
| Return, trailing 3 months (out-of-sample) | -1.18% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.71 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -5.36% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.70 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.09% |
Composer Technologies · Composer
Composer Technologies · Composer
