Composer · investment strategy
by Composer Technologies · via Composer
Daily, it toggles between cash, 3x tech/semis/S&P, inverse hedges, and 3x gold‑miner long/short using “hot/cold” RSI and a 200‑day trend filter, then keeps the two strongest mixes. Very high risk and frequent trading.
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.
Each day it builds several mixes that hold 20–90% T‑Bills (SGOV) plus two sleeves.<br>Stocks: If the market/sectors look very “hot” or “cold” by RSI (a 0–100 speed gauge), it goes contrarian: VXX when too hot; 3x bulls SOXL/TECL/UPRO when too cold. Otherwise it trends: above 200‑day, TQQQ (3x Nasdaq); below, SQQQ (−3x) and T‑Bills.<br>Gold miners: very hot → GDXD (−3x); very cold → GDXU (3x); else T‑Bills.<br>It then holds the two mixes with the strongest 14‑day momentum.
Daily, it toggles between cash, 3x tech/semis/S&P, inverse hedges, and 3x gold‑miner long/short using “hot/cold” RSI and a 200‑day trend filter, then keeps the two strongest mixes. Very high risk and frequent trading.
Out-of-sample, this strategy delivers higher risk-adjusted returns (Sharpe ~2.00 vs ~1.45), higher annualized return (~24% vs ~19%), and much smaller drawdowns (~4.5% vs ~8.9%), with strong capital preservation vs the S&P 500 (Calmar ~5.4).
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, gold miners, leveraged etfs, mean reversion, momentum, risk-on/risk-off, tactical allocation, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.12% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 19.32% | ||
| Return, trailing 1 month (out-of-sample) | -3.52% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 1.49% |
| Calmar ratio, out-of-sample period (out-of-sample) | 5.42 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -4.45% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.99 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.23% |
Composer Technologies · Composer
Composer Technologies · Composer
