Composer · investment strategy
by Composer Technologies · via Composer
A daily switch. When inflation‑protected bonds (TIP) trend up, go all‑in on a 3× mid‑cap stock fund (MIDU). When they trend down, flip to a defensive anti‑beta fund (BTAL). Seeks growth in good times and defense in bad.
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.
Each day it looks at TIP, an ETF of inflation‑protected U.S. Treasury bonds. It checks whether TIP’s price is above its 6‑month “exponential moving average” (a trend line that gives more weight to recent prices). If above, it goes 100% into MIDU—an aggressive 3× fund tied to U.S. mid‑cap stocks. If below, it goes 100% into BTAL—a defensive fund that favors steadier stocks and bets against the most volatile ones. It rechecks and can switch daily.
A daily switch. When inflation‑protected bonds (TIP) trend up, go all‑in on a 3× mid‑cap stock fund (MIDU). When they trend down, flip to a defensive anti‑beta fund (BTAL). Seeks growth in good times and defense in bad.
Diversification hedge: this strategy tends to move opposite the S&P 500 (beta ~ -1), offering a cushion in downturns. While 41 days of out-of-sample results show negative returns and larger drawdowns, its hedging exposure can improve risk in a balanced portfolio.
Market timing strategy that switches between aggressive growth (MIDU - 3x leveraged mid-caps) and defensive positioning (BTAL - anti-beta fund) based on inflation-protected bond momentum. Holds MIDU when TIP price is above its 6-month exponential moving average, signaling favorable macro conditions for risk assets. Switches to BTAL when TIP falls below its EMA, indicating a shift to defensive positioning.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | inflation/tips signal, leveraged etfs, macro timing, market neutral factor, risk-on/risk-off, tactical allocation, trend following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -32.33% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -4.39% | ||
| Return, trailing 1 month (out-of-sample) | -0.99% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | -4.56 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.09% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -1.91 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 20.17% |
Composer Technologies · Composer
Composer Technologies · Composer
