Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based “fund of strategies.” It splits money equally across the 5 best recent performers, riding strong tech/semis uptrends with 3x funds, rotating to hedges (inverse/volatility/cash) when moves look overdone, and using bonds when rates fall.
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.
Each day it ranks many mini‑strategies by recent results and splits money across the top 5. They use simple cues: trendlines (is price above/below its average?), “heat” gauges (did price run too hot/cold?), and bond/commodity cross‑checks. In uptrends it favors 3x tech/semis; when markets look tired or fall, it shifts to inverse funds, volatility, or cash; if rates drop, it can own leveraged Treasuries.
A daily, rules‑based “fund of strategies.” It splits money equally across the 5 best recent performers, riding strong tech/semis uptrends with 3x funds, rotating to hedges (inverse/volatility/cash) when moves look overdone, and using bonds when rates fall.
Out-of-sample edge: Sharpe 2.66 vs S&P 1.56; Calmar ~27; max drawdown 6.20% vs 3.36%; annualized return 167% vs 17.5%. A daily rotating fund-of-strategies that rides tech uptrends and hedges when needed.
Equal weight 5 strategies with great 2 year history and low correlation
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, daily rebalance, leveraged etfs, momentum/trend, multi-strategy, tactical rotation, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 167.17% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 28.35% | ||
| Return, trailing 1 month (out-of-sample) | 6.12% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 28.35% |
| Calmar ratio, out-of-sample period (out-of-sample) | 26.98 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.20% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.66 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 40.40% |
Composer Technologies · Composer
Composer Technologies · Composer
