Composer · investment strategy
by Composer Technologies · via Composer
A tactical barbell: 75% in convertibles or T‑bills, 25% in tech or hedged tech trades. Bond‑market trends (TIP, LQD, HYG) flag when rates/liquidity favor risk. In good times: convertibles + tech. In bad times: cash‑like bills + contrarian/hedged tech.
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.
Barbell: 75% safety, 25% growth. A bond‑market “health check” decides the stance. If inflation‑protected Treasuries (TIP) and high‑grade corporates (LQD) trend up—and junk bonds (HYG) are firm—hold convertibles (ICVT, 75%) and tech (XLK, 25%). If not, park 75% in T‑bills (BIL) and in the tech sleeve either buy a short, sharp rebound (TECL) or hedge with inverse tech (TECS) plus long Treasuries (TLT). Rebalances daily.
A tactical barbell: 75% in convertibles or T‑bills, 25% in tech or hedged tech trades. Bond‑market trends (TIP, LQD, HYG) flag when rates/liquidity favor risk. In good times: convertibles + tech. In bad times: cash‑like bills + contrarian/hedged tech.
Regime-filtered barbell aims for better risk-adjusted results vs SPY: beta ~0.81, Calmar ~1.33, over 164 days. It blends defensive bonds with tech upside for diversification and resilience when rates or tech cycles shift.
This strategy tactically allocates 75% of the portfolio into convertible bonds as a lower-risk core and 25% into tech stocks as a higher-risk growth sleeve. Macro momentum signals from TIPS, corporate bonds, and junk bonds act as interest rate and liquidity regime filters: falling rates favor long convertibles and stocks, while rising rates shift into Treasuries with leveraged long or short stock exposure based on short-term mean reversion signals.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bond regime filter, convertibles, leveraged etfs, mean reversion, momentum/trend, multi-asset, risk management, tactical asset allocation, technology | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 10.64% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 4.64% | ||
| Return, trailing 1 month (out-of-sample) | 2.03% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 2.71% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.33 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.02% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.63 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 18.91% |
Composer Technologies · Composer
Composer Technologies · Composer
