Composer · investment strategy
by Composer Technologies · via Composer
A trend-following, risk-managed U.S. stock strategy. It moves to T‑bills in market downtrends; otherwise holds up to five ETFs (growth, fundamental/value tilts, and a small 3x Nasdaq sleeve) only if they’re trending up, weighted toward calmer holdings.
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 Capital preservation 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.
1) Check the trend of the Nasdaq-100 (using QQQ). If the short-term average price is below the long-term average, hold only ultra‑short U.S. Treasuries (BIL). 2) Otherwise, consider five U.S. stock funds. Each must be in its own uptrend; if not, that slot becomes BIL. One slot can be a 3x Nasdaq fund (TQQQ) only in a clear uptrend. 3) Spread money by giving more to calmer picks and less to jumpy ones. 4) Rebalance weekly.
A trend-following, risk-managed U.S. stock strategy. It moves to T‑bills in market downtrends; otherwise holds up to five ETFs (growth, fundamental/value tilts, and a small 3x Nasdaq sleeve) only if they’re trending up, weighted toward calmer holdings.
Out-of-sample Sharpe 1.39 vs SPY 1.06; drawdown 8.7% vs 18.8%; Calmar 1.76. A trend-following, risk-managed strategy that cuts losses to cash in downturns and still captures upside, delivering superior risk-adjusted performance vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | etfs, momentum, risk-managed, tactical allocation, trend-following, us equities, volatility-weighted, weekly rebalance | ||
| Asset classes / instruments | equities |
| Rebalance frequency | weekly |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.33% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 27.48% | ||
| Return, trailing 1 month (out-of-sample) | 1.79% | ||
| Return, trailing 1 year (out-of-sample) | 20.03% | ||
| Return, trailing 3 months (out-of-sample) | 4.16% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.76 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.69% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.39 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 10.69% |
Composer Technologies · Composer
Composer Technologies · Composer
