Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-driven portfolio that toggles between tech momentum, long Treasuries, volatility hedges, managed futures, defensives, and cash-like bonds—aiming for steadier, higher risk‑adjusted returns by switching risk on/off as conditions change.
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.
It’s a daily, rules-based blend of 6 sleeves. It rotates among: US tech up/down bets (QQQ via TQQQ/TECL/SOXL or PSQ/SQQQ), long Treasuries (TLT/TMF), crash hedges (VIXY/UVXY), cash-like bonds (SHV/BIL/BSV), defensives (utilities, staples, gold), managed futures (KMLM/WTMF), and EM (EDC/EDZ). Simple trend lines and “hot/cold” gauges decide when to risk on, hedge, or sit tight.
A daily, rules-driven portfolio that toggles between tech momentum, long Treasuries, volatility hedges, managed futures, defensives, and cash-like bonds—aiming for steadier, higher risk‑adjusted returns by switching risk on/off as conditions change.
Out-of-sample: 18.9%/yr return, 17.8% max drawdown, Calmar 1.06, Sharpe 0.77. S&P: 24.9%/yr, 13.7% max drawdown, Sharpe 1.39. A diversified, six-sleeve, rules-based strategy seeks steadier risk-adjusted performance across regimes.
Algorithmically reworked for improved Sharpe Ratio
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, emerging markets, leveraged etfs, managed futures, mean-reversion, momentum, multi-strategy, regime switching, tactical asset allocation, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.86% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 31.02% | ||
| Return, trailing 1 month (out-of-sample) | -0.57% | ||
| Return, trailing 1 year (out-of-sample) | 17.02% | ||
| Return, trailing 3 months (out-of-sample) | 12.38% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.06 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.77% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.77 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 27.10% |
Composer Technologies · Composer
Composer Technologies · Composer
