Composer · investment strategy
by Composer Technologies · via Composer
Trend-aware and tactical: go defensive when the Nasdaq weakens; otherwise buy 12 “pulled-back yet resilient” names from a large watchlist, sometimes alongside a safety sleeve. Uses many ETFs (some leveraged/inverse), equal-weighted with light rebalancing.
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 Multi-asset 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.
1) Check the market trend. If the Nasdaq‑100 (QQQ) is below its 200‑day average, spread money across defensive ETFs (T‑bills/cash‑like funds, bonds, buffered equity, buybacks, etc.). 2) Otherwise, pick 12 names from a big watchlist: first find those that recently cooled off (low RSI = price pulled back), then keep the ones that still did best over ~1 month. 3) If a quick stress signal flashes, also keep a safety sleeve (Treasuries, cash‑like, VIX hedge).
Trend-aware and tactical: go defensive when the Nasdaq weakens; otherwise buy 12 “pulled-back yet resilient” names from a large watchlist, sometimes alongside a safety sleeve. Uses many ETFs (some leveraged/inverse), equal-weighted with light rebalancing.
Regime-aware, risk-controlled: when Nasdaq weak, shift to defensive assets; when up, rotate into resilient leaders. Aims to dampen drawdowns and diversify beyond the S&P with downside protection and selective upside when trends improve.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged/inverse etfs, momentum + mean-reversion, multi-asset etfs, risk-managed, tactical allocation, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 1.20% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | -6.89% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -0.93% | ||
| Return, trailing 1 month (out-of-sample) | 6.56% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | -0.45 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.34% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.08 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 47.78% |
Composer Technologies · Composer
Composer Technologies · Composer
