Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, multi-asset mix: half trend-following equity with safety switches; half split among cash-like T‑bills, gold, and a SPY‑trend sleeve that can switch to managed futures. Uses moving averages, VIX, and RSI to dial risk. Daily rebalance.
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 Conservative risk label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
Quantbase
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.
Split 50/50. Equity sleeve: when trends are up, hold SPY/QQQ or the strongest of four sectors (Energy, Utilities, Health Care, Financials). If trends weaken or fear rises (VIXY > its short‑term avg), shift to Treasuries (IEF/TLT), cash‑like T‑bills (BIL), gold (GLD), or managed‑futures (DBMF). Safety/Trend sleeve: equal parts BIL, GLD, and a SPY‑trend piece that holds SPY in uptrends, otherwise the stronger of KMLM or DBMF by RSI (a 0–100 recent‑strength score). Rebalanced daily.
Rules-based, multi-asset mix: half trend-following equity with safety switches; half split among cash-like T‑bills, gold, and a SPY‑trend sleeve that can switch to managed futures. Uses moving averages, VIX, and RSI to dial risk. Daily rebalance.
Out-of-sample edge: 13.4% annualized return, 5.0% max drawdown, Calmar 2.67. A diversified 50/50 mix with trend/safety sleeves and managed futures aims for steadier, risk-adjusted gains vs. the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | defensive, gold, managed futures, momentum, multi-asset, risk parity, sector rotation, treasuries, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.42% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 7.73% | ||
| Return, trailing 1 month (out-of-sample) | 0.75% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 3.97% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.67 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -5.02% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.31 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 10.05% |
SoFi Wealth · SoFi
Composer Technologies · Composer
