Composer · investment strategy
by Composer Technologies · via Composer
A meta strategy that owns the two best recent performers among many rule sets. It rides tech/growth in uptrends, but quickly rotates to cash, Treasuries, gold, dollar, managed‑futures (KMLM), or volatility hedges when markets weaken.
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 ranks dozens of rule-based mini‑portfolios by recent 3‑month performance and buys the top two.<br>Inside each, simple rules buy growth stocks when prices trend above long‑term averages, and shift to T‑Bills (BIL/SHY) or hedges (bonds, gold, dollar, volatility funds) when momentum cools. “RSI” gauges how hot/cold a move is. KMLM adds a managed‑futures diversifier.
A meta strategy that owns the two best recent performers among many rule sets. It rides tech/growth in uptrends, but quickly rotates to cash, Treasuries, gold, dollar, managed‑futures (KMLM), or volatility hedges when markets weaken.
Dynamic rotation overlay that rides growth in up markets and hedges risk when signals flip. As a diversification sleeve to the S&P 500, it can smooth volatility and help protect capital—though recent out-of-sample results lag the index.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | gold/commodities, leveraged etfs, managed futures, momentum rotation, risk-on/off, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | -24.88% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -3.24% | ||
| Return, trailing 1 month (out-of-sample) | -2.18% | ||
| 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) | -5.07 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -4.91% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -1.66 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 17.00% |
Composer Technologies · Composer
Composer Technologies · Composer
