Composer · investment strategy
by Composer Technologies · via Composer
A daily switcher: hold SPY unless certain bond funds look “too hot” on a short‑term heat meter (RSI). When they do, park in an equal‑weight safety basket (IQI, SPE, JHI). Built to reduce big drawdowns rather than to chase max returns.
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 short‑term “heat meter” (RSI, 0–100; high = price has run hot) on four bond/credit funds: SABA, FAX, PPT, MGF. If any look very hot (>~68–78 over 5–15 days), it moves to a Safety basket split evenly across IQI (municipal‑bond fund), SPE (special‑situations/CEFs), and JHI (bond fund). If none are hot, it holds SPY (S&P 500). Rechecks daily.
A daily switcher: hold SPY unless certain bond funds look “too hot” on a short‑term heat meter (RSI). When they do, park in an equal‑weight safety basket (IQI, SPE, JHI). Built to reduce big drawdowns rather than to chase max returns.
Out-of-sample, this daily-switch strategy delivers strong risk-adjusted returns (Calmar 3.23, Sharpe ~1.26) with a defensive safety-basket and moderate beta, offering steadier risk and meaningful upside versus SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalancing, drawdown reduction, etf/cef timing, momentum (rsi), risk management, tactical asset allocation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.14% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 5.75% | ||
| Return, trailing 1 month (out-of-sample) | 2.12% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 3.47% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.23 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -4.69% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.26 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.85% |
Composer Technologies · Composer
Composer Technologies · Composer
