Composer · investment strategy
by Composer Technologies · via Composer
A monthly, rules‑based mix: hide in bonds and T‑bills when markets are choppy or falling, and tilt hard to growth when the S&P 500’s 3‑month trend is up. Uses SPY, QQQ, AGG, and BIL.
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 Conservative risk label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
Quantbase
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.
SPY = S&P 500; QQQ = big‑tech Nasdaq; AGG = US bonds; BIL = T‑bills.<br>Each month: if recent S&P 500 swings (last ~1 month) are unusually high, use a cautious mix: 50% AGG, 30% SPY, 20% BIL. Otherwise, if the S&P 500 is up over ~3 months, go growth‑heavy: 70% QQQ, 30% SPY. If it’s down, keep the cautious mix.
A monthly, rules‑based mix: hide in bonds and T‑bills when markets are choppy or falling, and tilt hard to growth when the S&P 500’s 3‑month trend is up. Uses SPY, QQQ, AGG, and BIL.
Rules-based, volatility-gated strategy that tilts to growth on favorable trends and to bonds/cash in turbulence. Out-of-sample: 16.0% return, 9.1% max drawdown, Calmar 1.75, Sharpe 0.93—seeks steadier risk-adjusted growth vs SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | etf rotation, monthly rebalance, multi-asset, risk-on/risk-off, tactical asset allocation, trend following, volatility filter | ||
| Asset classes / instruments | equities |
| Rebalance frequency | monthly |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.01% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 10.08% | ||
| Return, trailing 1 month (out-of-sample) | 4.22% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 3.98% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.75 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.12% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.93 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 17.69% |
SoFi Wealth · SoFi
Composer Technologies · Composer
