Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, daily‑rebalanced portfolio that shifts among stocks, bonds, commodities, cash, and volatility hedges. It rides uptrends, steps aside in downtrends, and adds crash insurance when markets overheat, aiming for growth with smaller drawdowns.
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.
Think of an autopilot with 3 jobs: 1) Ride uptrends (price above its trend line) in stocks/commodities; else sit in T‑bills (BIL/SHV/SHY). 2) When markets look “too hot” (RSI = 0–100 speedometer; very high is overheated), add crash insurance (VIX funds VIXY/UVXY) or mild shorts (SH/PSQ/SOXS). 3) If drops get deep/fast, lean into Treasuries (TLT/TMF) and volatility hedges. It also times oil/nat‑gas/DBC, rotates sectors (tech XLK/QQQ, staples XLP), and follows the US dollar (UUP). Uses some leveraged/inverse ETFs; expect higher volatility and turnover.
A rules‑based, daily‑rebalanced portfolio that shifts among stocks, bonds, commodities, cash, and volatility hedges. It rides uptrends, steps aside in downtrends, and adds crash insurance when markets overheat, aiming for growth with smaller drawdowns.
Out-of-sample, this dynamic multi-asset strategy delivers stronger risk-adjusted returns than the S&P: oos Sharpe 1.28 vs 1.08, Calmar 1.72, max drawdown 7.2% vs 18.8%. It rides uptrends, hedges crashes, and targets steadier growth.
Sparty98's Tangency Portfolio 17 (Serenity Output) + Steadfast Portfolio v1
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bond momentum, commodities timing, crash protection, multi-asset, tactical rotation, trend-following, usd trend, volatility-hedged | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.47% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.43% | ||
| Return, trailing 1 month (out-of-sample) | 0.14% | ||
| Return, trailing 1 year (out-of-sample) | 12.78% | ||
| Return, trailing 3 months (out-of-sample) | 3.78% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.72 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.23% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.28 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 9.55% |
Composer Technologies · Composer
Composer Technologies · Composer
