Composer · investment strategy
by Composer Technologies · via Composer
A high-octane, rules-based portfolio using 2x–3x funds: small 3x S&P core, a gold/volatility hedge, rotation into the two strongest sectors, a value tilt, and commodities only when trending—otherwise cash-like T‑bills. Very high risk.
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.
- 15%: 3x S&P 500 core (UPRO).<br>- 25%: hedge split between leveraged gold and a volatility fund, giving more to the steadier one (recent 30-day calmness).<br>- 25%: buy the 2 best-performing stock sectors over ~200 days (using 2x sector funds).<br>- 20%: value funds, favoring steadier ones (21-day).<br>- 15%: 7 commodity slices; hold each only if it’s beaten cash over ~42 days, else T‑bills (SGOV).
A high-octane, rules-based portfolio using 2x–3x funds: small 3x S&P core, a gold/volatility hedge, rotation into the two strongest sectors, a value tilt, and commodities only when trending—otherwise cash-like T‑bills. Very high risk.
Diversified, rules-based strategy blending leveraged equities, sector momentum, value tilts, commodities, and a gold/vol hedge. Aims for steadier risk-adjusted returns and diversification versus the S&P 500. Out-of-sample: Sharpe ~0.57; Calmar ~0.78.
The leveraged version of Opus-12. Initially created by a Composer member. Modified by streamlining the Sector Momentum sleeve, matching Opus-12 sectors, but leveraged 2x. Redo Large Cap Value sleeve to match my Modified Opus-12. Substituted AGQ for DBB (silver for base metal), URAA for URA (2x leverage), BOIL for DBE (2x lev), and PDBA for DBA (one less K-1).
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | commodities trend-following, leveraged multi-asset, momentum, sector rotation, tactical allocation, value tilt | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 2.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 9.10% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 7.57% | ||
| Return, trailing 1 month (out-of-sample) | -2.07% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 1.47% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.78 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.61% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.57 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 18.11% |
Composer Technologies · Composer
Composer Technologies · Composer
