Composer · investment strategy
by Composer Technologies · via Composer
A tech‑tilted, rules‑based all‑weather plan. It buys strength, parks in safe assets or hedges when markets look hot/weak, and can rotate into KMLM (managed futures) when broader macro trends dominate. Rebalanced daily.
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 Multi-asset 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.
Splits money across engines that toggle daily using two gauges: trend lines (price vs its average) and a heat meter (RSI 0–100; high=hot, low=cold).<br>- Upside: US tech funds (QQQ/XLK; sometimes 2–3x like TQQQ/TECL/SOXL).<br>- Safety: T‑bills (BIL/SHV), Treasuries (TLT/IEF/TMF), gold (GLD), commodities (DBC), dollar (UUP).<br>- Hedges: BTAL; inverse QQQ (PSQ/QID/SQQQ).<br>- KMLM: a managed‑futures fund used when cross‑asset trends beat tech.
A tech‑tilted, rules‑based all‑weather plan. It buys strength, parks in safe assets or hedges when markets look hot/weak, and can rotate into KMLM (managed futures) when broader macro trends dominate. Rebalanced daily.
Out-of-sample, this strategy achieves lower drawdown (~5.1% vs 8.9% for the S&P), a Calmar ~2.09, and strong risk-adjusted performance from diversified tech, hedges, and macro futures—offering better downside protection and steadier growth than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalanced, hedged, leveraged/inverse etfs, managed futures, momentum and trend, multi-asset, risk-managed, tactical allocation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 10.57% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 7.48% | ||
| Return, trailing 1 month (out-of-sample) | 0.85% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 1.24% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.09 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -5.06% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 9.84% |
Composer Technologies · Composer
Composer Technologies · Composer
