Composer · investment strategy
by Composer Technologies · via Composer
A daily-rotating, multi-asset strategy. It buys the top 3 of 4 sleeves by last-month return: a trend-based stock/alt mix, a big‑tech (or LLY) pick, an options‑income tech (or LLY) pick, and a wildcard DRAM sleeve.
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.
Each day it ranks 4 sleeves by 1‑month return and buys the best 3 equally.<br>A) If the S&P 500 is rising (recent price above its long‑term average), hold SPMO plus small slices of GLD, DBMF/KMLM (managed‑futures), SDCI (commodities), CLSE; else hold DBMF, KMLM, USMV, ACWV, GLD.<br>B) If QQQ > QQQE, buy the lowest‑priced of MSFT/AAPL/NVDA/META; else LLY.<br>C) Same as B but with MSFO/APLY/NVDY/FBY or LLY.<br>D) DRAM is a standalone sleeve.
A daily-rotating, multi-asset strategy. It buys the top 3 of 4 sleeves by last-month return: a trend-based stock/alt mix, a big‑tech (or LLY) pick, an options‑income tech (or LLY) pick, and a wildcard DRAM sleeve.
Diversified, trend-following multi-asset rotation that complements the S&P 500. With a lower beta (~0.71) and uncorrelated sleeves, it broadens diversification; given weaker out-of-sample risk/return, use as a hedging sleeve, not a sole core.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | big-tech tilt, commodities, daily rebalancing, gold, low-vol equity, managed futures, momentum, multi-asset rotation, option-income etfs, trend filter | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -10.25% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -2.75% | ||
| Return, trailing 1 month (out-of-sample) | 1.47% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -2.75% |
| Calmar ratio, out-of-sample period (out-of-sample) | -1.14 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.01% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -0.37 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 22.75% |
Composer Technologies · Composer
Composer Technologies · Composer
