Composer · investment strategy
by Composer Technologies · via Composer
Picks between big‑tech stocks (XLK) and a trend‑following managed‑futures fund (KMLM) by whichever has been stronger over the last ~2 weeks. In practice it just rotates between those two; the extreme branches are unlikely to ever trigger.
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.
“Every check looks back ~10 trading days and asks “which of these two funds has been stronger lately?” It then holds the stronger one”
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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
5 missing
The text the rules are quoted from, with where it came from.
Every check looks back ~10 trading days and asks “which of these two funds has been stronger lately?” It then holds the stronger one:<br>- XLK: a fund of big U.S. tech stocks (Apple, Microsoft, Nvidia, etc.)<br>- KMLM: a managed‑futures fund that follows trends in commodities, currencies, and bonds A few “extreme move” branches exist but won’t trigger in normal markets.
Picks between big‑tech stocks (XLK) and a trend‑following managed‑futures fund (KMLM) by whichever has been stronger over the last ~2 weeks. In practice it just rotates between those two; the extreme branches are unlikely to ever trigger.
Rule-based XLK/KMLM rotation with cash; oos return about 13.6% vs S&P ~18.8%, Calmar ~0.43. Adds macro diversification and downside resilience, complementing S&P exposure.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | etf, momentum, sector vs managed futures, short-term lookback, tactical rotation | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.62% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 29.96% | ||
| Return, trailing 1 month (out-of-sample) | 1.16% | ||
| Return, trailing 1 year (out-of-sample) | 9.45% | ||
| Return, trailing 3 months (out-of-sample) | 9.11% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.43 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.81% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.49 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 56.96% |
Composer Technologies · Composer
Composer Technologies · Composer
