Composer · investment strategy
by Composer Technologies · via Composer
Buys broad U.S. stocks only after sharp drops (RSI<31). Otherwise holds an equal mix of the two most beaten‑down defensive sectors and a bond fund. A short‑term, contrarian, daily‑checked “safe and steady” rotation.
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.
Each day it checks a short‑term “oversold” score (RSI: 0–100; low = it fell fast).<br>If the tech‑heavy Nasdaq fund QQQ is below 31, it buys QQQ.<br>Else if the broad S&P 500 fund SPY is below 31, it buys SPY.<br>Otherwise it splits 50/50 between the two weakest of Consumer Staples (XLP), Utilities (XLU), Health Care (XLV), and a bond fund (VBF).
Buys broad U.S. stocks only after sharp drops (RSI<31). Otherwise holds an equal mix of the two most beaten‑down defensive sectors and a bond fund. A short‑term, contrarian, daily‑checked “safe and steady” rotation.
Out-of-sample edge: Sharpe 1.35 vs SPY 1.30; Calmar 2.87; max drawdown 5.47% vs 8.89%; beta ~0.27. OOS return 15.69% vs 17.09%, but far better risk control and higher risk-adjusted performance.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, daily rebalance, defensive tilt, rsi mean reversion, sector rotation, tactical allocation, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.69% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 14.23% | ||
| Return, trailing 1 month (out-of-sample) | -0.25% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.12% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.87 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -5.47% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.35 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.31% |
SoFi Wealth · SoFi
Composer Technologies · Composer
