Composer · investment strategy
by Composer Technologies · via Composer
A safety‑first, rules‑based, daily rotation. It dodges selloffs using T‑bills, USD, gold, Treasuries, and short/volatility ETFs, and presses offense with leveraged tech/semiconductors when trends are healthy. Heavy use of clear, mechanical signals.
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 Leveraged ETFs 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.
Each day it checks a few “weather” gauges: fear (VIX), recent drops in tech, trends vs 200‑day averages, and bond moves.<br>If fear is high or trends break, it parks in T‑bills, USD, gold, Treasuries, or even shorts/long‑vol ETFs.<br>If calm and trending up, it tilts hard into growth (esp. tech/semis) with leveraged funds.<br>It mixes small hedges so it’s rarely all‑in.
A safety‑first, rules‑based, daily rotation. It dodges selloffs using T‑bills, USD, gold, Treasuries, and short/volatility ETFs, and presses offense with leveraged tech/semiconductors when trends are healthy. Heavy use of clear, mechanical signals.
Out-of-sample, this rules-based rotation offers stronger downside protection vs the S&P 500: drawdown 15.65% vs 18.76%, with ~12.73% annualized returns and a solid Calmar ~0.81, thanks to defensive hedges and growth tilt when conditions are favorable.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, commodities, crash protection, leveraged etfs, mean reversion, tactical allocation, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.73% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 25.75% | ||
| Return, trailing 1 month (out-of-sample) | -0.52% | ||
| Return, trailing 1 year (out-of-sample) | 23.22% | ||
| Return, trailing 3 months (out-of-sample) | 3.49% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.81 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.65% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.92 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 14.11% |
Composer Technologies · Composer
Composer Technologies · Composer
