Composer · investment strategy
by Composer Technologies · via Composer
A monthly, rules‑based “portfolio of playbooks.” In uptrends it leans into Big Tech (sometimes with leverage). When trends weaken or rates/risk spike, it pivots to T‑bills/treasuries, the U.S. dollar, gold, or inverse ETFs. Includes JEPI/DBMF diversifiers and a Bitcoin‑only‑in‑uptrend sleeve.
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.
Each month it checks a few dials—stock trend (SPY/QQQ), bond trend (BND vs BIL/BSV, IEF/TLT), and volatility. If risk‑on, it rides Big Tech (sometimes 2–3x funds), often buying the dip (low RSI). If risk‑off, it shifts to T‑bills/treasuries, the U.S. dollar, gold, or inverse funds. It also carries JEPI/DBMF, and Bitcoin only above its 200‑day average. Terms: moving average = recent average price; RSI = 0–100 speed‑of‑move gauge; cumulative return = gain over X days.
A monthly, rules‑based “portfolio of playbooks.” In uptrends it leans into Big Tech (sometimes with leverage). When trends weaken or rates/risk spike, it pivots to T‑bills/treasuries, the U.S. dollar, gold, or inverse ETFs. Includes JEPI/DBMF diversifiers and a Bitcoin‑only‑in‑uptrend sleeve.
A disciplined, rules-based portfolio of playbooks that grows with tech in uptrends and rotates to Treasuries, USD, gold, or inverses in risk-off regimes. It diversifies return sources and aims to cushion drawdowns versus a pure S&P 500 core.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bitcoin, defensive hedges, income, leveraged etfs, managed futures, momentum rotation, risk-on/off, tech-heavy, trend-following, volatility | ||
| Asset classes / instruments | equities |
| Rebalance frequency | monthly |
| Return, out-of-sample period (annualized) (out-of-sample) | -0.37% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -0.15% | ||
| Return, trailing 1 month (out-of-sample) | -0.46% | ||
| Return, trailing 1 year (out-of-sample) | 6.15% | ||
| Return, trailing 3 months (out-of-sample) | -0.66% |
| Calmar ratio, out-of-sample period (out-of-sample) | -0.06 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.46% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.05 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 15.20% |
Composer Technologies · Composer
Composer Technologies · Composer
