Composer · investment strategy
by Composer Technologies · via Composer
Daily, all‑in switcher: buys 3× tech/market funds on dips, flips to a volatility trade when markets look overheated, otherwise rides short‑term gold strength or sits in defensive staples/bonds. Very high risk.
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.
Daily checks. RSI (0–100 over 10 days): low = recently sold off, high = overheated. If SMH (semiconductors), QQQ (Nasdaq‑100), or SPY (S&P 500) are washed out, it buys 3× bull funds SOXL, TQQQ, or UPRO. If many areas look overheated, it buys UVXY, a volatility fund that jumps when stocks drop. Otherwise, if GLD > its 10‑day average it buys UGL (2× gold); if not, it holds XLP (consumer staples) or VBF (bond fund), whichever looks weaker.
Daily, all‑in switcher: buys 3× tech/market funds on dips, flips to a volatility trade when markets look overheated, otherwise rides short‑term gold strength or sits in defensive staples/bonds. Very high risk.
Out-of-sample: ~17.5% annualized vs SPY ~18%, but with true diversification: negative beta exposure and hedges (UVXY, gold, staples) to cushion drawdowns and capture dips. A dynamic, higher-risk complement to a core S&P 500 holding.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, consumer staples, daily rebalance, gold, leveraged etfs, mean reversion, momentum, tactical allocation, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.52% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 18.88% | ||
| Return, trailing 1 month (out-of-sample) | -4.02% | ||
| Return, trailing 1 year (out-of-sample) | 7.06% | ||
| Return, trailing 3 months (out-of-sample) | 1.63% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.51 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.08% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.58 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 53.09% |
Composer Technologies · Composer
Composer Technologies · Composer
