Composer · investment strategy
by Composer Technologies · via Composer
Own SPY only when bond signals look strong; otherwise hold an inverse S&P 500 fund, except during sharp selloffs when it briefly flips long to catch a bounce.
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 the strategy checks bond-market “health” gauges. If inflation-linked Treasuries (TIP) and high-yield bonds (HYG) are trending up—and a very strict extra check also passes—it owns the S&P 500 (SPY). If not, it usually holds an inverse S&P 500 fund (SH), unless the market is very oversold short term, in which case it briefly holds SPY for a rebound.
Own SPY only when bond signals look strong; otherwise hold an inverse S&P 500 fund, except during sharp selloffs when it briefly flips long to catch a bounce.
Out-of-sample, this strategy targets ~17.8% annual return with ~2.2% max drawdown and Calmar ~8.1 - far stronger risk-adjusted performance than SPY (~6.4% return, ~3.1% drawdown). Negative beta adds potential market hedge.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, inverse hedge, rsi mean reversion, tactical equity, trend filter | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.76% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 2.76% | ||
| Return, trailing 1 month (out-of-sample) | -0.22% | ||
| 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) | 8.09 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -2.20% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.86 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 9.23% |
Composer Technologies · Composer
Composer Technologies · Composer
