Composer · investment strategy
by Composer Technologies · via Composer
A daily, layered “risk-on/risk-off” strategy. When signals are calm/strong it rides fast leaders (often semiconductors/tech). When stress rises it moves to T‑Bills, Treasuries, gold, or hedges. A small overlay also trades volatility spikes and fades.
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 Technology 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 it checks if markets look friendly or risky using a few scorecards (junk bonds vs defensive stocks, short‑term “too hot/too cold” gauges, and a VIX spike test). If friendly, it owns fast‑moving leaders (often semiconductors/tech). If risky, it shifts to T‑Bills, Treasuries, gold, or inverse hedges. A small add‑on trades volatility (SVIX/VXX) around panics and rebounds.
A daily, layered “risk-on/risk-off” strategy. When signals are calm/strong it rides fast leaders (often semiconductors/tech). When stress rises it moves to T‑Bills, Treasuries, gold, or hedges. A small overlay also trades volatility spikes and fades.
Diversified risk control with regime-switching hedges: shifts to cash/bonds and gold in turbulence, seeks growth in calm markets. Short out-of-sample window is negative, but the design targets improved risk-adjusted stability and diversification vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | etfs, hedged, mean reversion, momentum, multi-asset, risk-on/risk-off, semi/tech tilt, tactical asset allocation, volatility trading | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -16.23% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -2.02% | ||
| Return, trailing 1 month (out-of-sample) | 0.47% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | -2.48 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.53% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -0.58 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 26.07% |
Composer Technologies · Composer
Composer Technologies · Composer
