Composer · investment strategy
by Composer Technologies · via Composer
Daily rotates between SPY (US stocks across all major sectors) and TLT (long‑term US Treasuries). Half follows a stock‑trend rule, half a “calm vs. bumpy” rule, so you can be 100% stocks, 50/50, or 100% bonds based on conditions.
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.
This strategy owns either SPY (broad US stocks) or TLT (long‑term US Treasury bonds). It splits your money in two:<br>1) Trend part: If SPY’s 100‑day average price is above its 150‑day average, hold SPY. If not, hold SPY only if today’s price is below its 5‑day average; otherwise hold TLT.<br>2) Calm/turbulent part: If the last 10 days’ ups and downs have been small, hold SPY; if they’ve been bumpy, hold TLT.<br>It rebalances daily.
Daily rotates between SPY (US stocks across all major sectors) and TLT (long‑term US Treasuries). Half follows a stock‑trend rule, half a “calm vs. bumpy” rule, so you can be 100% stocks, 50/50, or 100% bonds based on conditions.
An adaptive SPY/TLT rotation that captures stock rallies but shifts to long bonds in volatility. Out-of-sample Sharpe ~0.89, Calmar ~0.76, and ~14.2% annualized with drawdowns ~18.8%. A more resilient, risk-aware path vs. pure SPY.
Krazie00 & Beaver Nuggets (src: BrianE)- Collab
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, equity–bond rotation, moving averages, tactical asset allocation, trend-following, volatility filter | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.17% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 27.96% | ||
| Return, trailing 1 month (out-of-sample) | 2.37% | ||
| Return, trailing 1 year (out-of-sample) | 17.26% | ||
| Return, trailing 3 months (out-of-sample) | 3.83% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.76 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.76% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.89 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 16.43% |
Composer Technologies · Composer
Composer Technologies · Composer
