Composer · investment strategy
by Composer Technologies · via Composer
Weekly: 70% in the 5 strongest mega-cap stocks by 20‑day RSI. The other 30% splits between long Treasuries (TLT) and Gold (GLD) only when each is in an uptrend (100>200‑day average); otherwise those slices sit in a T‑bill fund (BIL).
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 week it does two things:<br>1) From a list of big U.S. stocks, it picks the 5 with the strongest recent momentum using a 20‑day RSI (a 0–100 score of how strongly price has risen vs. fallen over ~1 month). That basket gets 70%.<br>2) The other 30% is split: 15% to long U.S. Treasuries (TLT) if their 100‑day average price is above the 200‑day (uptrend), else a T‑bill fund (BIL); and 15% to Gold (GLD) on the same rule, else BIL.
Weekly: 70% in the 5 strongest mega-cap stocks by 20‑day RSI. The other 30% splits between long Treasuries (TLT) and Gold (GLD) only when each is in an uptrend (100>200‑day average); otherwise those slices sit in a T‑bill fund (BIL).
Diversified momentum strategy with trend hedges in Treasuries/Gold and a cash fallback. Aims for diversification and drawdown resilience versus SPY; note that out-of-sample risk-adjusted performance currently lags SPY, but provides regime diversification.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | gold, large-cap us equities, momentum, risk management, tactical allocation, treasuries, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | weekly |
| Return, out-of-sample period (annualized) (out-of-sample) | -3.53% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -0.57% | ||
| Return, trailing 1 month (out-of-sample) | 0.51% | ||
| 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) | -0.78 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -4.55% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -0.26 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.61% |
Composer Technologies · Composer
Composer Technologies · Composer
