Composer · investment strategy
by Composer Technologies · via Composer
A meta strategy that always runs the two best recent playbooks. It mainly rides tech uptrends with 3x ETFs, shifts to T‑bills/treasuries or defensive sectors when conditions weaken, and sometimes plays volatility spikes (UVXY/SVXY) or crypto (GBTC).
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 Aggressive risk 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 “strategy of strategies.” Each day it ranks many rule-based playbooks by their last-month results and runs the top two, 50/50. Most playbooks: buy high‑octane tech (e.g., TQQQ/TECL/SOXL) when the trend is up (price above its recent average) and/or when RSI (a hot/cold meter of recent gains/losses) is favorable; move to T‑bills/treasuries/defensive sectors when weak; and sometimes bet on volatility (UVXY/SVXY) or crypto (GBTC) at extremes.
A meta strategy that always runs the two best recent playbooks. It mainly rides tech uptrends with 3x ETFs, shifts to T‑bills/treasuries or defensive sectors when conditions weaken, and sometimes plays volatility spikes (UVXY/SVXY) or crypto (GBTC).
Dynamic, multi-playbook strategy aims to ride tech uptrends, shift to safety, and sprinkle volatility/crypto sleeves. Out-of-sample, it offers positive risk-adjusted return (Sharpe ~0.32) and diversification to SPY, not a stand-alone replacement.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | crypto/em sleeves, leveraged etfs, momentum & mean reversion, regime switching, tactical allocation, volatility (vix) trading | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 4.60% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 2.84% | ||
| Return, trailing 1 month (out-of-sample) | -1.90% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 20.60% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.20 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.10% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.32 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 46.10% |
Composer Technologies · Composer
Composer Technologies · Composer
