Composer · investment strategy
by Composer Technologies · via Composer
Daily, it checks if the S&P 500’s 6‑month trend is up. If so, it owns the 3 best‑performing ETFs from a diverse list (heavy on tech/growth). If not, it holds the stronger of Treasuries (TLT) or gold (GLD). Equal‑weighted; 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 Commodities & gold label, from other sources first, strongest risk-adjusted return first.
Collective2
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: <br>1) Check if the S&P 500 (SPY) made money over ~6 months. <br>• If yes: rank a mixed list of ETFs by 6‑month return and buy the top 3 equally. The list includes big US stocks (SPY), tech/growth (QQQ, FBCG, AI/automation/quantum funds), small caps (IWM), value (VTV), international (VEA), gold (GLD), nuclear (NUKZ), crypto‑industry (FDIG). <br>• If no: buy whichever did better over ~1 month between long US Treasuries (TLT) and gold (GLD). Rebalance daily.
Daily, it checks if the S&P 500’s 6‑month trend is up. If so, it owns the 3 best‑performing ETFs from a diverse list (heavy on tech/growth). If not, it holds the stronger of Treasuries (TLT) or gold (GLD). Equal‑weighted; rebalanced daily.
Regime-switching ETF strategy: ride momentum in up markets, switch to TLT/GLD in down markets. Diversified, rules-based risk management to complement SPY. OOS return ~18.8% vs SPY 21.4%; Sharpe ~0.74 vs 1.66.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | defensive rotation, equities, etf momentum, regime switching, tactical allocation, trend following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.80% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 24.79% | ||
| Return, trailing 1 month (out-of-sample) | -0.37% | ||
| Return, trailing 1 year (out-of-sample) | -6.49% | ||
| Return, trailing 3 months (out-of-sample) | -5.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.90 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.99% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.74 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 29.14% |
Composer Technologies · Composer
Composer Technologies · Composer
