Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules decide risk‑on vs risk‑off. In uptrends it tilts to US stocks—especially tech (QQQ/SPY, sometimes leveraged). When momentum fades, it moves to cash‑like T‑Bills, Treasuries, gold, the US dollar, and defensive sectors; can short in big drops.
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 Leveraged ETFs 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.
It’s a bundle of simple “trend” checks run daily. Tests use moving averages (price vs recent average) and RSI (a heat meter: high=hot, low=cold).<br>• If trends look healthy, it leans into US stocks—mainly tech‑heavy QQQ/SPY (sometimes 2x QLD).<br>• If weak, it parks in T‑Bills (BIL), Treasuries (TLT/IEF), gold (GLD), the US dollar (UUP), or defensive sectors (XLU/XLP); it may short in sharp declines (PSQ/QID/SH).
Daily, rules decide risk‑on vs risk‑off. In uptrends it tilts to US stocks—especially tech (QQQ/SPY, sometimes leveraged). When momentum fades, it moves to cash‑like T‑Bills, Treasuries, gold, the US dollar, and defensive sectors; can short in big drops.
Out-of-sample, this trend-ensemble delivers a higher Sharpe (1.30) with much smaller drawdowns (11.6% vs 18.8% for SPY), low beta (0.32) and positive alpha, offering strong risk-adjusted returns even as it diversifies beyond the S&P.
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Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, defensive hedging, etfs, leveraged/inverse, momentum, multi-asset trend, risk-on/risk-off | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 11.58% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 21.46% | ||
| Return, trailing 1 month (out-of-sample) | 1.01% | ||
| Return, trailing 1 year (out-of-sample) | 16.21% | ||
| Return, trailing 3 months (out-of-sample) | 2.63% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.00 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.62% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.30 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 8.73% |
Composer Technologies · Composer
Composer Technologies · Composer
