Composer · investment strategy
by Composer Technologies · via Composer
A 2× “return-stacked” portfolio: about 100% global stocks, 60% U.S. Treasuries, and 40% diversifiers (managed futures, carry, merger arb, gold, bitcoin) delivered via ETFs that combine multiple exposures, plus a small 2× equity sleeve.
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.
For every $1 you invest, this aims to hold about $2 of exposure: $1 in global stocks, $0.60 in U.S. government bonds, and $0.40 in diversifiers.<br>It uses funds that bundle two things at once (for example, stocks plus bonds) to “stack” exposures, then adds a small sleeve of funds that move about 2× the stock indexes to finish at a clean 100% stock target. The diversifiers include trend-following, carry, merger deals, gold, and bitcoin.
A 2× “return-stacked” portfolio: about 100% global stocks, 60% U.S. Treasuries, and 40% diversifiers (managed futures, carry, merger arb, gold, bitcoin) delivered via ETFs that combine multiple exposures, plus a small 2× equity sleeve.
A 2x return-stacked strategy blending global equities, bonds and diversifiers. Out-of-sample: ~14.5% annualized return, 10.2% max drawdown, Calmar 1.42, plus alts (managed futures, carry, merger arb, gold/bitcoin) to diversify beyond the S&P 500.
The portfolio is leveraged 2x with the following effective exposures: equities (100%), treasuries (60%), alternatives (40%). It uses Return Stacked ETFs (90%) to achieve target exposures, and the remaining 10% is allocated to ProShares 2x index equities.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bitcoin, global equities, gold, leveraged, managed futures, merger arbitrage, return stacking, us treasuries | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 2.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.47% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 11.32% | ||
| Return, trailing 1 month (out-of-sample) | -0.74% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 1.12% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.42 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.20% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.87 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 17.22% |
Composer Technologies · Composer
Composer Technologies · Composer
