Composer · investment strategy
by Composer Technologies · via Composer
A weekly trend switch: when QQQ trends up, own momentum-stock ETFs plus a small 2× S&P 500 slice, gold, and a hedge. When not, rotate to managed futures, bonds, and gold, sized by recent calmness to reduce 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 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.
Each week it checks if the Nasdaq-100 fund (QQQ) is in an uptrend (50-day average price above 200-day). If yes: hold “recent winners” stock funds in the U.S., overseas and emerging (SPMO, IDMO, EEMO), a small 2× S&P 500 slice (SSO), plus gold (GLD) and an anti-beta hedge (BTAL). If not: shift to trend-following managed-futures (CTA, KMLM), short-term and muni bonds (AVSF, AVMU), gold, and a diversified long/short factor fund (FLSP). Positions are larger in calmer funds. Rebalanced weekly.
A weekly trend switch: when QQQ trends up, own momentum-stock ETFs plus a small 2× S&P 500 slice, gold, and a hedge. When not, rotate to managed futures, bonds, and gold, sized by recent calmness to reduce risk.
Regime-switching, momentum-driven multi-asset strategy. Up markets: global momentum with light leverage; down markets: hedges via futures, bonds, gold. OOS: ~19% annualized return, ~13% max drawdown, Calmar 1.45—risk-adjusted vs. S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | managed futures, momentum, multi-asset, risk-on/off, tactical asset allocation, trend-following, volatility-weighted, weekly rebalance | ||
| Asset classes / instruments | equities |
| Rebalance frequency | weekly |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.97% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 31.20% | ||
| Return, trailing 1 month (out-of-sample) | -1.15% | ||
| Return, trailing 1 year (out-of-sample) | 21.27% | ||
| Return, trailing 3 months (out-of-sample) | 0.93% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.45 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.08% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 20.12% |
Composer Technologies · Composer
Composer Technologies · Composer
