Composer · investment strategy
by Composer Technologies · via Composer
A simple monthly rotation: hold the single fund (TLT, MDY, EFA, or EEM) with the strongest recent 3‑month performance to ride trends in either global stocks or long‑term US Treasury bonds.
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 International equities 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 month it looks at four funds and buys only the one with the best return over roughly the last 3 months. The choices are: TLT (long‑term US Treasury bonds), MDY (US mid‑size stocks), EFA (developed markets outside the US), and EEM (emerging markets). It holds that one fund for the next month, then repeats.
A simple monthly rotation: hold the single fund (TLT, MDY, EFA, or EEM) with the strongest recent 3‑month performance to ride trends in either global stocks or long‑term US Treasury bonds.
Momentum-driven, 1-ETF rotation among TLT/MDY/EFA/EEM. Out-of-sample: 3.26% annualized return, Sharpe 0.26, max drawdown 29.8%, Calmar 0.11; beta ~0.79 vs SPY — a transparent, rule-based sleeve to diversify beyond the S&P 500.
Long-term treasury bonds and stocks, stocks, stocks. All in the form of funds. Every month, this strategy switches it up, holding only the fund with the best three-month performance. This global momentum strategy was developed by Toma Hentea and adapted into a symphony by Composer. By choosing to trade this strategy, you understand that the strategy employs ETFs, and that you understand the associated risks of trading, holding, and costs associated with ETFs, and also leveraged ETFs. Before investing in ANY strategy containing an ETF, please review the relevant ETF prospectus.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | global equities, momentum rotation, monthly rebalance, single-etf holding, tactical asset allocation, treasury bonds | ||
| Asset classes / instruments | equities |
| Rebalance frequency | monthly |
| Return, out-of-sample period (annualized) (out-of-sample) | 3.26% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 16.01% | ||
| Return, trailing 1 month (out-of-sample) | -3.55% | ||
| Return, trailing 1 year (out-of-sample) | 15.68% | ||
| Return, trailing 3 months (out-of-sample) | -6.65% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.11 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.80% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.26 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 19.55% |
Composer Technologies · Composer
Composer Technologies · Composer
