Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, daily‑rebalanced plan that rides stock uptrends (often via leveraged tech/S&P funds), but quickly shifts to cash‑like T‑bills, bond or short funds, and managed‑futures when markets overheat, break trend, or volatility surges. KMLM vs Tech guides diversification.
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 Tax-managed 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.
Every day it asks: Is the market trending up or down? Is it too hot or too cold short‑term? Is volatility spiking? Based on those answers it either: 1) rides tech/S&P uptrends (often with leverage), 2) hides in cash‑like T‑bills, 3) uses bond or short funds, or 4) shifts to managed futures/currencies. A KMLM‑vs‑Tech check decides when to favor diversifiers over stocks.
A rules‑based, daily‑rebalanced plan that rides stock uptrends (often via leveraged tech/S&P funds), but quickly shifts to cash‑like T‑bills, bond or short funds, and managed‑futures when markets overheat, break trend, or volatility surges. KMLM vs Tech guides diversification.
Regime‑driven, rules‑based sleeve designed to diversify away from the S&P 500. With a negative beta (~-0.28) and built‑in hedges, it aims to reduce portfolio risk and smooth volatility, offering modest out‑of‑sample return as a ballast to growth.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, managed futures, risk-on/risk-off, tactical allocation, tax-loss harvesting, trend-following, volatility targeting | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 1.06% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 0.11% | ||
| Return, trailing 1 month (out-of-sample) | -0.13% | ||
| Return, trailing 1 year (out-of-sample) | 55.89% | ||
| Return, trailing 3 months (out-of-sample) | 15.05% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.24 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -4.46% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.15 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 18.78% |
