Composer · investment strategy
by Composer Technologies · via Composer
A daily, regime-switching momentum strategy: flee to the U.S. dollar on volatility spikes; otherwise, if TIPS look healthy, ride top mega-cap stocks; if not, rotate into the strongest commodity plays and flexible bond trends with risk-aware sizing.
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 Macro signals 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’s a stoplight system with momentum. 1) If market fear spikes (VIXY’s short-term heat gauge, RSI, > 75), hide in the U.S. dollar (USDU). 2) Else, check TIPS (TIP) over 60 days: if up, own the strongest big U.S. stocks; if not, split between the strongest commodity plays and bonds (can be long or short rates).
A daily, regime-switching momentum strategy: flee to the U.S. dollar on volatility spikes; otherwise, if TIPS look healthy, ride top mega-cap stocks; if not, rotate into the strongest commodity plays and flexible bond trends with risk-aware sizing.
Adaptive regime-switching momentum to diversify the S&P 500. Hedge spikes with USD, rotate into leaders across stocks, commodities, and bonds. Note: OOS results trail SPY; designed for risk diversification, not core alpha.
Changed canary switch from BND to TIP. Added cross mkt dual momentum search to sorting functions (+BIL, USDU, GLD)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | cross-asset, daily rebalance, inverse-vol weighting, leveraged etfs, momentum, regime-switching, tactical asset allocation, volatility-signal | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -11.32% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -4.02% | ||
| Return, trailing 1 month (out-of-sample) | 0.98% | ||
| Return, trailing 1 year (out-of-sample) | 72.81% | ||
| Return, trailing 3 months (out-of-sample) | 1.55% |
| Calmar ratio, out-of-sample period (out-of-sample) | -1.04 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.84% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -0.53 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 19.37% |
Composer Technologies · Composer
Composer Technologies · Composer
