Composer · investment strategy
by Composer Technologies · via Composer
A rules-based trend follower: each week it buys the three ETFs with the strongest 6‑month gains from a broad list (stocks, sectors, gold, dollar, commodities, bonds, real estate, managed‑futures, Bitcoin, cash) to ride winners and avoid weak areas.
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.
Once a week, it checks which ETFs are up the most over about 6 months, ranks them, and buys the top three equally until the next week. The menu spans stocks (US/global and sectors), gold, real estate, bonds, US dollar, commodities, managed‑futures, Bitcoin, and T‑bills (cash). Notes: KMLM/DBMF=managed‑futures; UUP=US dollar; DBC=commodities; SGOV=T‑bills; IBIT=Bitcoin.
A rules-based trend follower: each week it buys the three ETFs with the strongest 6‑month gains from a broad list (stocks, sectors, gold, dollar, commodities, bonds, real estate, managed‑futures, Bitcoin, cash) to ride winners and avoid weak areas.
Out-of-sample, this trend-following strategy delivers Sharpe 3.11 vs SPY 2.04, ~61% annualized return vs ~24% for the S&P, and Calmar ~10.5—offering superior risk-adjusted growth and broad diversification, with only modestly higher drawdowns.
Alex’s ETF Momentum Allocator is a systematic trend‑following model built to adapt to shifting macro environments. It evaluates a diversified set of ETFs each day using a 180‑day momentum window, selects the three strongest performers, and allocates equally among them. The strategy is designed to participate in major market trends—such as technology leadership, global equity cycles, gold rallies, dollar strength, or crypto momentum—while naturally avoiding weaker areas. By relying on long‑term momentum and a broad universe, the model seeks to stay aligned with persistent market strength without relying on forecasts or discretionary decisions.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | etfs, global macro, long-only, momentum, multi-asset, trend-following, weekly rebalance | ||
| Asset classes / instruments | equities |
| Rebalance frequency | weekly |
| Return, out-of-sample period (annualized) (out-of-sample) | 60.89% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 11.78% | ||
| Return, trailing 1 month (out-of-sample) | 2.15% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 10.46 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -5.82% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 3.11 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 15.95% |
Composer Technologies · Composer
Composer Technologies · Composer
