Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, tactical portfolio rotating among Treasuries (long or short), gold, and the energy complex. It follows trends, avoids overheated moves, and shifts to cash-like Treasuries when signals weaken. Uses some leveraged/inverse ETFs. 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 Leveraged ETFs 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 splits money across 3 sleeves and rebalances daily: (1) Interest rates & gold: trades TMF/TMV (3x up/down long‑term US Treasuries), TLT/TBF (1x), GLD, or parks in SHV/SHY/BND using trends (moving averages) and “heat” (RSI: 0–100; <30 cool/cheap, >70 hot). (2) Energy: rotates among oil/gas ETFs and stocks (XLE, XOP, XOM, CVX, etc.), UCO/BOIL/KOLD, or hedges with DUG/IEF via the same rules. (3) A simple XLE trend backup.
A rules-based, tactical portfolio rotating among Treasuries (long or short), gold, and the energy complex. It follows trends, avoids overheated moves, and shifts to cash-like Treasuries when signals weaken. Uses some leveraged/inverse ETFs. Rebalanced daily.
Out-of-sample, this strategy outperforms the S&P: ~26% annualized vs ~18%, Sharpe ~2.0 vs ~1.35, max drawdown ~7.6% vs ~8.9%. Diversified, rules-based rotation across Treasuries, gold, and energy with risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | energy & commodities, gold, leveraged/inverse etfs, momentum + mean reversion, multi-asset rotation, rates, trend following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.87% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.79% | ||
| Return, trailing 1 month (out-of-sample) | 1.69% | ||
| Return, trailing 1 year (out-of-sample) | 25.21% | ||
| Return, trailing 3 months (out-of-sample) | 11.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.42 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.56% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.96 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 12.16% |
Composer Technologies · Composer
Composer Technologies · Composer
