Composer · investment strategy
by Composer Technologies · via Composer
Built for high inflation and weak growth: heavy TIPS, gold/commodities, and real assets. A 20% sleeve flips between value/energy stocks and cash-like bonds using a simple trend in inflation-linked Treasuries. Rebalanced monthly.
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.
Monthly: 30% in inflation-linked US Treasuries, 25% in gold, oil and broad/agri commodities, 15% in real estate/infrastructure, 10% in emerging‑market stocks, foreign bonds and the Australian dollar. The remaining 20% is tactical: if TIPS’ recent average price is above its longer average, it owns value, energy, materials, staples and utilities; otherwise it parks in floating‑rate bonds and T‑bills.
Built for high inflation and weak growth: heavy TIPS, gold/commodities, and real assets. A 20% sleeve flips between value/energy stocks and cash-like bonds using a simple trend in inflation-linked Treasuries. Rebalanced monthly.
Strong risk-adjusted edge vs the S&P: oos Sharpe ~1.77 vs 1.33, max drawdown ~4.6% vs 8.9%, Calmar ~2.64. Inflation hedges and a trend-driven mix offer steadier real-value growth and better downside protection.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | commodities, defensives, emerging markets, fx, inflation hedging, real assets, tactical trend, value tilt | ||
| Asset classes / instruments | equities |
| Rebalance frequency | monthly |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.02% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 12.73% | ||
| Return, trailing 1 month (out-of-sample) | -1.85% | ||
| Return, trailing 1 year (out-of-sample) | 11.99% | ||
| Return, trailing 3 months (out-of-sample) | 1.83% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.64 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -4.55% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.77 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 6.58% |
Composer Technologies · Composer
Composer Technologies · Composer
