Composer · investment strategy
by Composer Technologies · via Composer
An adaptive, rules‑based portfolio: ride tech-led uptrends with leverage, rotate into bonds, commodities, and crash hedges when risk rises, plus a small crypto sleeve. Seeks growth with drawdown control, but uses high‑risk leveraged and volatility ETFs.
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 Aggressive risk 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 rules-based, “go with the trend, hide in storms” portfolio.<br>- If the S&P 500 is weak, it holds diversifiers (BTAL, DBMF). If strong, it holds broad U.S. stocks (VTI).<br>- In uptrends it rides tech/semis with 3× funds (TQQQ/TECL/SOXL). If prices overheat or drop fast, it shifts to T‑bills (BIL/SHV) or hedges (SQQQ/UVXY).<br>- Bonds flip between long Treasuries (TLT/TMF) and cash/short bonds (TMV) as rates fall/rise.<br>- It also follows trends in commodities (DBC, GLD, energy, ag) and the U.S. dollar (UUP).<br>- A “hot/cold” meter (RSI) and moving averages guide entries/exits; VIX spikes trigger short‑term protection.<br>Key funds (examples): VTI=total U.S.; QQQ=big tech; TQQQ/TECL/SOXL=3× versions; BIL/SHV=T‑bills; TLT/TMF/TMV=long/3×/−3× Treasuries; DBMF=managed futures; BTAL=market‑neutral; UVXY/VIXY/SVXY=volatility; GLD=gold; DBC=commodities; XLE/XOP=energy; DBA=ag; UUP=U.S. dollar; BITW=crypto.<br>Note: Uses leveraged/volatility ETFs—high risk.
An adaptive, rules‑based portfolio: ride tech-led uptrends with leverage, rotate into bonds, commodities, and crash hedges when risk rises, plus a small crypto sleeve. Seeks growth with drawdown control, but uses high‑risk leveraged and volatility ETFs.
Adaptive, regime‑driven multi‑asset strategy that rides trends and hedges risk. In out‑of‑sample testing: 7.49% annual return, max drawdown 6.62% (vs SPY’s 8.89%), Calmar 1.13, Sharpe 0.60 — delivering steadier, risk‑adjusted growth with meaningful downside protection versus the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, managed futures, multi-asset, tactical, trend-following, volatility-hedged | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 7.49% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 5.93% | ||
| Return, trailing 1 month (out-of-sample) | 2.23% | ||
| Return, trailing 1 year (out-of-sample) | 13.66% | ||
| Return, trailing 3 months (out-of-sample) | 3.51% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.13 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.62% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.60 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 13.75% |
Composer Technologies · Composer
Composer Technologies · Composer
