Composer · investment strategy
by Composer Technologies · via Composer
A concentrated hedge for a Gulf oil-supply shock: energy and defense stocks plus gold, with a T-bill cushion. Rebalanced quarterly back to target weights.
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 Thematic label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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 is built for an oil-shock in the Middle East (the Strait of Hormuz closing). It holds 40% XLE (big U.S. oil and gas companies), 30% ITA (aerospace and defense contractors), 20% GLD (gold), 10% BIL (3-month T-bills, cash-like). In that shock, oil, defense, and gold often jump; T-bills steady the ride. It rebalances quarterly back to those targets. In calmer times, it may lag the broad market.
A concentrated hedge for a Gulf oil-supply shock: energy and defense stocks plus gold, with a T-bill cushion. Rebalanced quarterly back to target weights.
Out-of-sample edge: 8.76% annualized return, 0.86 Sharpe, positive alpha, and 1.24 Calmar. A crisis hedge blending energy, defense, gold, and cash—seeking steadier, upside-focused returns than the S&P 500 with controlled drawdowns.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | cash/t-bills, defense, energy, geopolitical-risk hedge, gold, inflation-sensitive, thematic | ||
| Asset classes / instruments | equities |
| Rebalance frequency | quarterly |
| Return, out-of-sample period (annualized) (out-of-sample) | 8.76% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 3.66% | ||
| Return, trailing 1 month (out-of-sample) | -2.47% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 4.15% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.24 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.04% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.86 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 10.48% |
Collective2
Composer Technologies · Composer
