Composer · investment strategy
by Composer Technologies · via Composer
A diversified, “best risk-for-return” portfolio: stocks, Treasuries, gold, real estate, and a long U.S. dollar stake—plus a tech/Nasdaq sleeve that switches between 2x long, 2x short, or T‑Bills based on simple recent‑move and regime signals.
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.
- 40% stocks: ~34% in a tech/Nasdaq sleeve that switches based on simple “speed” gauges of recent moves (RSI). If tech is overheated, it briefly bets against Nasdaq; if washed out, it buys a 2x long Nasdaq fund; if tech weakens vs defensive sectors for ~6 months, it parks in T‑Bills; otherwise it stays 2x long. ~6% in broad international stocks. - 20% U.S. Treasuries (mix of short, intermediate, long, and inflation‑protected). - 15% gold. - 5% U.S. real estate (REITs). - 20% long U.S. dollar. This blend aims for strong returns per unit of risk via diversification and a tech‑led timing overlay.
A diversified, “best risk-for-return” portfolio: stocks, Treasuries, gold, real estate, and a long U.S. dollar stake—plus a tech/Nasdaq sleeve that switches between 2x long, 2x short, or T‑Bills based on simple recent‑move and regime signals.
Diversified, risk-aware strategy. Out-of-sample drawdowns ~8% vs ~19% for the S&P, Calmar ~1.51, and ~12.38% annualized return. Better downside protection with upside potential from tech cycles.
The tangency portfolio offers the maximum return for a given level of risk. It represents the ideal combination of risk-free assets (like government bonds) and risky assets (stocks, bonds, etc.) for the best possible return per unit of risk. The tangency portfolio is the most efficient portfolio, balancing risk and return optimally. Diversification: The tangency portfolio is fully diversified. It incorporates a mix of assets that minimizes risk by spreading it across different investments, reducing the impact of any single asset's poor performance. The diversification ratio is also a huge factor in this portfolio. The ratio measures the effectiveness of your portfolio in spreading out risk across various assets. A higher diversification ratio suggests that your portfolio is well-diversified, potentially reducing volatility and risk.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | defensive overlay, global equities, gold, leveraged etfs, momentum/trend, multi-asset, sector rotation, tactical allocation, treasuries, usd exposure | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 33.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.38% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.47% | ||
| Return, trailing 1 month (out-of-sample) | 2.75% | ||
| Return, trailing 1 year (out-of-sample) | 9.77% | ||
| Return, trailing 3 months (out-of-sample) | 4.30% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.51 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.21% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.96 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 13.05% |
Composer Technologies · Composer
Composer Technologies · Composer
