Composer · investment strategy
by Composer Technologies · via Composer
A barbell mix: 50% U.S. insurance stocks, 25% silver, and 25% in a cautious, rules‑based switch that uses volatility and a short‑term strength test (SPY vs SHY) to choose either a 2× S&P 500 fund or T‑bills.
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.
“50% U.S. insurance: IAK ETF plus PGR and AJG”
“25% is a switch between a 2x S&P 500 fund (SSO, aims to move ~2× the index each day) and T‑bills (SGOV)”
“else holds SGOV”
“a 2x S&P 500 fund (SSO, aims to move ~2× the index each day)”
“it compares short‑term “heat” (RSI = recent ups vs downs) of stocks (SPY) vs short Treasuries (SHY) across 5 lookbacks and 3 cutoffs; if bonds look stronger, it “buys the dip” via SSO”
“It only considers stocks when recent S&P 500 swings are small.”
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 Capital preservation 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.
5 missing
The text the rules are quoted from, with where it came from.
25% is a switch between a 2x S&P 500 fund (SSO, aims to move ~2× the index each day) and T‑bills (SGOV). It only considers stocks when recent S&P 500 swings are small. In calm periods it compares short‑term “heat” (RSI = recent ups vs downs) of stocks (SPY) vs short Treasuries (SHY) across 5 lookbacks and 3 cutoffs; if bonds look stronger, it “buys the dip” via SSO, else holds SGOV. The rest: 25% silver (SIVR) and 50% U.S. insurance: IAK ETF plus PGR and AJG.
A barbell mix: 50% U.S. insurance stocks, 25% silver, and 25% in a cautious, rules‑based switch that uses volatility and a short‑term strength test (SPY vs SHY) to choose either a 2× S&P 500 fund or T‑bills.
Lower beta (~0.55) with solid risk metrics (Calmar ~0.91, Sharpe ~0.91) and 15.9% OA return. Diversified into insurance, silver, and a volatility-gated sleeve to help preserve capital vs. the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | insurance stocks, leveraged s&p 500, momentum, risk-on/off, silver, t-bills, tactical allocation, volatility | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.94% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.84% | ||
| Return, trailing 1 month (out-of-sample) | -3.26% | ||
| Return, trailing 1 year (out-of-sample) | 13.37% | ||
| Return, trailing 3 months (out-of-sample) | -0.42% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.91 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.43% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.91 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 18.12% |
Composer Technologies · Composer
Composer Technologies · Composer
