Composer · investment strategy
by Composer Technologies · via Composer
A daily‑rebalanced, rules‑based portfolio. It chases strength in calm markets (sector and 3x equity funds), but quickly flips to hedges—volatility ETPs, bonds, or cash—when markets look overheated or weak. A managed‑futures signal (KMLM) helps choose offense vs defense.
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 Aggressive risk 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.
It’s a daily‑rebalanced, rules‑based mix that watches short‑term “heat” and trend.<br>- RSI: a 0–100 “hot/cold” meter; very hot often cools, very cold often rebounds.<br>- Moving average: average price over X days; above = uptrend, below = downtrend.<br>- If stocks look very hot, it buys volatility funds (UVXY/VIXY) as an airbag.<br>- In calm/uptrends it rotates into strong sectors or 3x funds (TECL, TQQQ) and sometimes short‑vol (SVXY).<br>- A bond sleeve flips between long (TLT/TMF) and inverse (TMV).<br>- KMLM (a managed‑futures trend fund) is a “weather vane” that tells it when to play offense vs switch to defense (SQQQ/TLT).<br>- Extra sleeves trade gold miners and a small AI/quantum basket.
A daily‑rebalanced, rules‑based portfolio. It chases strength in calm markets (sector and 3x equity funds), but quickly flips to hedges—volatility ETPs, bonds, or cash—when markets look overheated or weak. A managed‑futures signal (KMLM) helps choose offense vs defense.
Regime-aware, rules-based multi-asset strategy blending equities, volatility hedges, bonds and managed futures. In out-of-sample testing it delivered 6.75% annualized return vs SPY’s 8.90%, but adds diversification and dynamic risk management beyond SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, leveraged etfs, managed futures, momentum + mean reversion, multi-asset, rules-based, sector rotation, tactical, volatility hedged | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 6.75% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 2.41% | ||
| Return, trailing 1 month (out-of-sample) | -6.98% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 10.35% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.52 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.97% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.37 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 46.09% |
Composer Technologies · Composer
Composer Technologies · Composer
