Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, adaptive portfolio that buys rebounds when markets are washed out, hedges when they’re overheated, tilts between growth and inflation using metals vs Treasuries, and shifts to defense in volatility spikes. Aims for high returns with smaller 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 Macro signals 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.
Daily, it classifies markets and allocates accordingly: 1) Extreme short‑term moves? Hedge if overheated; buy rebound candidates if washed‑out (RSI = 0–100 hot/cold gauge). 2) Trend + inflation test (DBB vs TLT) sets a growth or inflation tilt. 3) True volatility spike? Switch to deep defense (e.g., VIXY). Examples: SOXX=semis, SPLV=defensive US stocks, YCS=short yen.
Rules-based, adaptive portfolio that buys rebounds when markets are washed out, hedges when they’re overheated, tilts between growth and inflation using metals vs Treasuries, and shifts to defense in volatility spikes. Aims for high returns with smaller drawdowns.
Dynamic, regime-switching strategy with volatility hedges and inflation-growth tilts; low market beta (~0.39) and diversified asset mix aim to reduce drawdowns and improve risk-adjusted returns during turbulence, offering solid diversification vs the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | inverse/leveraged etfs, momentum and mean reversion, regime switching, tactical multi-asset, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 4.73% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 2.96% | ||
| Return, trailing 1 month (out-of-sample) | 3.66% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 5.47% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.49 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.75% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.40 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 14.09% |
Composer Technologies · Composer
Composer Technologies · Composer
