Composer · investment strategy
by Composer Technologies · via Composer
A tactical, risk‑parity‑style mix that flips to defense (gold, U.S. dollar) when tech or long bonds flash stress; otherwise it leans into 3x tech, banks, and long Treasuries, sizing up the calmest assets and keeping a small T‑bill cushion.
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.
Daily, it asks two questions: Did big tech (QQQ) drop >6% in the last 10 days, or did long Treasuries (TMF) fall unusually hard? If yes, it goes defensive: mostly GLD (gold) and UUP (U.S. dollar), with tiny, volatility‑capped slices of TQQQ (3x Nasdaq‑100), FAS (3x banks), and TMF (3x 20+yr Treasuries). If no, it goes offensive: an inverse‑vol blend of TQQQ, FAS, TMF. Keeps a small cash/BIL (T‑bills) cushion. Calmer funds get more weight.
A tactical, risk‑parity‑style mix that flips to defense (gold, U.S. dollar) when tech or long bonds flash stress; otherwise it leans into 3x tech, banks, and long Treasuries, sizing up the calmest assets and keeping a small T‑bill cushion.
Regime-switching, volatility-aware strategy: defend in stress with gold/USD, attack calm markets via inverse-vol weighting in tech/banks. Out-of-sample: Sharpe ≈18 vs ≈1.4 for S&P; drawdowns ≈0.01% vs ~8.9%; superior risk-adjusted resilience.
Risk Parity, but make it Fed-friendly. This symphony seeks to navigate a rising interest rate environment by including financials and avoiding equity and bond market volatility. The symphony is Risk On if treasuries and the Nasdaq 100 are stable; otherwise, it adds Risk-Off assets, including gold and the US dollar. The Risk-On assets are an inverse-volatility-weighted blend of 3x levered ETFs, representing large-cap equities, financials, and long-dated treasuries. This symphony was developed by Composer. By choosing to trade this strategy, you understand that the strategy employs ETFs, and that you understand the associated risks of trading, holding, and costs associated with ETFs, and also leveraged ETFs. Before investing in ANY strategy containing an ETF, please review the relevant ETF prospectus.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 3.62% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 2.81% | ||
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 year (out-of-sample) | 6.30% | ||
| Return, trailing 3 months (out-of-sample) | 0.95% |
| Calmar ratio, out-of-sample period (out-of-sample) | 331.36 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -0.01% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 18.06 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 0.20% |
Composer Technologies · Composer
Composer Technologies · Composer
