Composer · investment strategy
by Composer Technologies · via Composer
A simple daily switch: if short‑term Treasury ETF (SHY) trades above long‑term (TLT), tilt equities to defensive staples; otherwise hold more broad US stocks. Always keep 30% in long US Treasuries. Rebalanced daily.
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 Macro signals 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 bond signal: is SHY’s price (short‑term US Treasury bond ETF) higher than TLT’s (long‑term US Treasury bond ETF)?<br>If yes, it goes defensive: 50% XLP (consumer‑staples stocks), 20% SPY (broad US stocks), 30% TLT. If not, it goes risk‑on: 70% SPY, 30% TLT. Why these: SHY vs TLT gauges rates/stress; XLP is steadier in downturns; SPY captures market upside.
A simple daily switch: if short‑term Treasury ETF (SHY) trades above long‑term (TLT), tilt equities to defensive staples; otherwise hold more broad US stocks. Always keep 30% in long US Treasuries. Rebalanced daily.
Rule-based stock/bond mix with a 30% long Treasuries hedge. Out-of-sample drawdown 13.2% vs SPY’s 18.8%; OOS return ~13.0% with Calmar ~0.99 and Sharpe ~1.01. A smoother ride and meaningful downside protection versus SPY.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bond-signal driven, daily rebalanced, risk-on/risk-off, sector rotation, tactical allocation, us stocks + treasuries | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.04% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 23.92% | ||
| Return, trailing 1 month (out-of-sample) | -0.82% | ||
| Return, trailing 1 year (out-of-sample) | 9.59% | ||
| Return, trailing 3 months (out-of-sample) | 1.11% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.99 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.17% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 12.93% |
Composer Technologies · Composer
Composer Technologies · Composer
