Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, daily‑rebalanced basket that tries to turn market ups‑and‑downs into growth using leveraged tech and China, sector ETFs, emerging markets, gold, and a short long‑term Treasuries sleeve. Expect big swings and deep drawdowns.
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 Aggressive risk 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 holds a fixed mix of ETFs: turbocharged tech (TQQQ), turbocharged China stocks (YINN), biotech (XBI), U.S. regional banks (KRE), emerging markets (EEM), U.S. real estate (XLRE), industrials (XLI), gold (GLD/GLDM), and a fund that rises when long‑term Treasury prices fall (TBT). Each day it rebalances back to targets—selling what went up and buying what went down—to turn volatility into growth.
An aggressive, daily‑rebalanced basket that tries to turn market ups‑and‑downs into growth using leveraged tech and China, sector ETFs, emerging markets, gold, and a short long‑term Treasuries sleeve. Expect big swings and deep drawdowns.
An aggressive volatility-harvesting sleeve to diversify a core S&P 500. Daily rebalance across tech, EM, gold and rates aims to capture gains in choppy markets. Out-of-sample: SPY 7.80% vs strategy -4.38%; drawdowns 5.37% vs 3.06%. High risk only.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | aggressive multi-asset, daily rebalancing, emerging markets, equities sectors, gold, leveraged etfs, rates short (tbt), volatility harvesting | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -4.38% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -0.76% | ||
| Return, trailing 1 month (out-of-sample) | 1.03% | ||
| 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) | -0.82 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -5.37% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -0.27 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 13.71% |
Composer Technologies · Composer
Composer Technologies · Composer
