Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, daily “airbag” portfolio. It rides stock uptrends, but when things get overheated or volatile it rotates to T‑bills, market‑neutral hedges, Treasuries, gold, or volatility funds. Each day it selects the 3 smoothest, lower‑risk mixes to hold.
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.
Every day it checks three things: trend (price vs a long-term average), heat (RSI = a 0–100 “hot/cold” meter), and turbulence (VIX). If markets are hot or jumpy it shifts to safety (T‑bills BIL, market‑neutral BTAL) and may buy volatility (VIXY/UVXY = crash airbags). If trends are healthy and calm it owns growth/tech (e.g., QQQ; sometimes TQQQ/TECL) and strong sectors (XLE, XLP). If falling, it prefers Treasuries (TLT), gold (GLD), or shorts (PSQ/SH). It then picks the 3 lowest‑risk mixes by 20‑day return smoothness.
A rules‑based, daily “airbag” portfolio. It rides stock uptrends, but when things get overheated or volatile it rotates to T‑bills, market‑neutral hedges, Treasuries, gold, or volatility funds. Each day it selects the 3 smoothest, lower‑risk mixes to hold.
Out-of-sample drawdowns are dramatically lower (3.3% vs 8.6%), with a low beta (~0.2) and strong risk-adjusted returns (Calmar ~3.3). It grows when markets rise and protects capital when they fall, offering steadier gains than the S&P.
Sorts the top 3 low risk portfolios based on 20d moving average of Return. (52/8) 18 STD - Since 2012
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, mean-reversion, multi-asset tactical allocation, risk control, sector rotation, trend & momentum, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 10.82% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 6.70% | ||
| Return, trailing 1 month (out-of-sample) | 1.27% | ||
| Return, trailing 1 year (out-of-sample) | 12.67% | ||
| Return, trailing 3 months (out-of-sample) | 5.97% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.32 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -3.26% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.48 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 7.16% |
Composer Technologies · Composer
Composer Technologies · Composer
