Composer · investment strategy
by Composer Technologies · via Composer
Two‑engine portfolio: a 32% steady sector/gold/dollar core with a simple bull/bear switch, plus a 68% tactical sleeve that hedges when markets are “hot,” buys tech on selloffs, and otherwise sits in T‑Bills or defensive hedges.
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 Commodities & gold label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
Your money is split: 32% in a steady “core,” 68% in a tactical “guardrail.” - Core: a low‑drama mix of health care, tech, staples, gold, and the US dollar. If the S&P 500 drops below its 200‑day average, it shifts to safer picks. - Tactical: watches a “heat meter” (RSI). When stocks look too hot, it buys crash protection (UVXY) plus two defenses (EUM, BTAL). When they look washed‑out, it buys tech (VGT). If signals are unclear, it parks in T‑Bills (BIL) or hedges (PSQ/SH).
Two‑engine portfolio: a 32% steady sector/gold/dollar core with a simple bull/bear switch, plus a 68% tactical sleeve that hedges when markets are “hot,” buys tech on selloffs, and otherwise sits in T‑Bills or defensive hedges.
Out-of-sample edge: 12.1% annualized return, Calmar 0.54, Sharpe 0.72, 712 backtest days. A 32/68 core-tactical strategy that hedges in heat and buys tech on dips, delivering diversified exposure with disciplined risk controls vs the S&P 500.
50.8%,2.54,16.7%,13.0%
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | defensive overlay, mean reversion, sector rotation, tactical allocation, trend following, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.12% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 24.81% | ||
| Return, trailing 1 month (out-of-sample) | -1.85% | ||
| Return, trailing 1 year (out-of-sample) | 22.23% | ||
| Return, trailing 3 months (out-of-sample) | -2.81% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.54 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.55% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.72 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 18.29% |
Composer Technologies · Composer
Composer Technologies · Composer
