Composer · investment strategy
by Composer Technologies · via Composer
A rule-based emulator of Kinetics Paradigm Fund: it rotates daily between a concentrated “top 10” stock basket, defensive inverse ETFs, or cash-like T-bills, based on hot/cold momentum readings and simple trend filters.
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 Leveraged ETFs 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 watches how “hot” or “cold” different parts of the market look (using a 0–100 score from price momentum). When things look very “hot,” it hedges or shorts stocks; when they look very “cold,” it buys a concentrated basket of the fund’s favorite names. If trends are weak, it sits in T‑bills. A bond check helps choose between hedging or the stock basket.<br>It rebalances daily.
A rule-based emulator of Kinetics Paradigm Fund: it rotates daily between a concentrated “top 10” stock basket, defensive inverse ETFs, or cash-like T-bills, based on hot/cold momentum readings and simple trend filters.
Rule-based, daily-rebalanced strategy that rotates between a Top-10 basket, hedges, and cash. Aims to match SPY’s ~18.9% annual return (OOS ~18.24%) with a near‑1.0 Calmar and active downside protection in volatile markets.
See https://finance.yahoo.com/quote/WWNPX/chart/
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | concentrated equities, daily rebalance, inverse etfs, mean reversion, risk-managed, tactical allocation, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.24% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 18.08% | ||
| Return, trailing 1 month (out-of-sample) | -4.34% | ||
| Return, trailing 1 year (out-of-sample) | 18.08% | ||
| Return, trailing 3 months (out-of-sample) | 5.49% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.99 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.43% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.77 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 26.53% |
Composer Technologies · Composer
Composer Technologies · Composer
