Composer · investment strategy
by Composer Technologies · via Composer
A daily two-sleeve rotation: real estate (SPG/PLD/PSA/AMT) and Big Tech (MSFT/AAPL/GOOGL/AMZN). Uses bond ETFs (IEF, TIP, LQD, HYG) and a short QQQ/SPY check to flip between offense or hedging with REK/PSQ plus Treasuries (TLT).
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.
Two sleeves, rebalanced daily. Real estate: If 7–10yr Treasuries (IEF) are short‑term strong (RSI>50 and above its 7‑day avg), own SPG, PLD, PSA, AMT; otherwise own REK (inverse real estate) + TLT. Tech: If bonds are healthy (TIP & LQD above 200‑day, HYG above 40‑day), own MSFT, AAPL, GOOGL, AMZN; else if Nasdaq (QQQ) is firm (RSI>25 and above SPY’s 4‑day avg), hedge with PSQ+TLT; else hold the techs. RSI = recent up‑vs‑down score; moving avg = trendline.
A daily two-sleeve rotation: real estate (SPG/PLD/PSA/AMT) and Big Tech (MSFT/AAPL/GOOGL/AMZN). Uses bond ETFs (IEF, TIP, LQD, HYG) and a short QQQ/SPY check to flip between offense or hedging with REK/PSQ plus Treasuries (TLT).
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Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bond signals, hedging, inverse etfs, mega-cap tech, reits, sector rotation, tactical allocation, treasuries, trend/momentum | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -18.82% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -4.13% | ||
| Return, trailing 1 month (out-of-sample) | 0.12% | ||
| 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) | -2.66 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.07% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -2.27 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 9.17% |
Composer Technologies · Composer
Composer Technologies · Composer
