Composer · investment strategy
by Composer Technologies · via Composer
Quarterly, it times risk using bonds vs T‑bills. If bonds lead, hold 4 top‑momentum tech/growth names. If not, rotate into defensives/hedges; when rates rise favor dollar/commodities/gold/managed‑futures, when rates fall buy the most oversold defensives.
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.
Each quarter it asks:<br>1) Are total US bonds (BND) beating T‑bills (BIL) over ~1 month?<br>- Yes (Risk‑On): buy the 4 strongest names from a big, mostly tech/growth list (e.g., QQQ, SMH, NVDA), equal‑weighted.<br>- No (Risk‑Off): check long Treasuries (TLT) vs BIL.<br> • TLT weak (rates rising): favor strong‑dollar/inflation hedges—BTAL (market‑neutral), USDU (USD), VTIP (short TIPS), commodities (PDBC/XLE), staples (XLP), gold (GLD), managed futures (KMLM), crash hedge (TAIL); pick the top 2.<br> • TLT ok (rates falling): buy the 2 most oversold (by return/RSI—simple recent‑strength gauge) from a defensive basket (Treasuries, defensives, dividends, gold/silver, REITs, KMLM/BTAL).
Quarterly, it times risk using bonds vs T‑bills. If bonds lead, hold 4 top‑momentum tech/growth names. If not, rotate into defensives/hedges; when rates rise favor dollar/commodities/gold/managed‑futures, when rates fall buy the most oversold defensives.
Out-of-sample proof: 7.11% annualized return, 2.46% max drawdown, Calmar 2.88, Sharpe 1.04, and negative SPY beta. Stable, risk‑adjusted growth with built‑in hedges—better diversification and downside protection vs the S&P 500.
The name is BND, James BND. Compares the Vanguard Total Bond Market ETF with 1-3 month T-bills to decide market risk. Uses copious RSI comparisons to pick 4 ETFs to hold each quarter. Based on a variant of the Risk On or Risk Off Leveraged SP500 Strategy posted here: https://www.reddit.com/r/LETFs/comments/xqklx6/ive_been_holding_this_strategy_and_ive_done_very/ -HinnomTX
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | hedging/managed futures, macro (rates/dollar/commodities), momentum + mean reversion, multi-asset, quarterly rotation, risk-on/off, tactical allocation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | quarterly |
| Return, out-of-sample period (annualized) (out-of-sample) | 7.11% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 1.90% | ||
| Return, trailing 1 month (out-of-sample) | 1.39% | ||
| Return, trailing 1 year (out-of-sample) | 46.13% | ||
| Return, trailing 3 months (out-of-sample) | 1.72% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.88 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -2.46% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.04 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 6.94% |
Composer Technologies · Composer
Composer Technologies · Composer
