Composer · investment strategy
by Composer Technologies · via Composer
A diversified “Shannon’s Demon” portfolio mixing global stocks, Treasuries, managed futures, anti‑beta, merger‑arb, crash protection, the U.S. dollar, gold, and a small bitcoin slice. Rebalances daily to turn market swings into steadier long‑term growth.
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 Multi-asset 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 splits money across stocks (VTI US, VEA overseas), bonds (IEF Treasuries), and diversifiers: trend‑following funds that ride big moves (DBMF, KMLM), crash insurance using index puts (TAIL), a low‑risk vs high‑risk stock spread (BTAL), and merger arbitrage (MNA), plus the U.S. dollar (UUP), gold (GLD), and a small slice of bitcoin (IBIT). Each day it rebalances back to set weights, selling small winners and buying losers to harvest market swings.
A diversified “Shannon’s Demon” portfolio mixing global stocks, Treasuries, managed futures, anti‑beta, merger‑arb, crash protection, the U.S. dollar, gold, and a small bitcoin slice. Rebalances daily to turn market swings into steadier long‑term growth.
Out-of-sample, this strategy delivers higher risk-adjusted returns than the S&P 500: Sharpe 1.31 vs 0.87, drawdowns ~1.1% vs 3.1%, Calmar ~4. Diversified volatility harvesting for steadier growth with lower risk.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bitcoin, diversified multi-asset, gold, managed futures, market neutral, merger arbitrage, rebalancing, tail risk hedge, volatility harvesting | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 4.34% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 0.73% | ||
| Return, trailing 1 month (out-of-sample) | 0.11% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.97 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -1.09% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.31 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 3.36% |
Composer Technologies · Composer
Composer Technologies · Composer
