Composer · investment strategy
by Composer Technologies · via Composer
A tactical “risk-on/off” switch: buy 3x semis after peak fear, use UVXY when markets look overheated, ride uptrends with 2x S&P 500, and hide in gold/bonds/cash during downtrends.
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 rotates among four choices based on simple signals:<br>- SOXL (3x semiconductor stocks), UVXY (fear gauge), SSO (2x S&P 500), or a defensive mix: GLD (gold), TLT (long Treasuries), BIL (T‑bills).<br>- RSI = a heat meter of recent price speed; very high = overheated.<br>- If UVXY itself is extremely hot (10‑day RSI>88), bet on a snap-back with SOXL.<br>- Else, if SPY/QQQ/XLP look overheated (very high RSI), hold UVXY for a pullback.<br>- Else, if the S&P 500 is in an uptrend (price above 200‑day average), hold SSO.<br>- Otherwise, hold GLD/TLT/BIL equally. Trades only when signals change.
A tactical “risk-on/off” switch: buy 3x semis after peak fear, use UVXY when markets look overheated, ride uptrends with 2x S&P 500, and hide in gold/bonds/cash during downtrends.
Regime-aware rotation that aims to ride uptrends and shield in volatility. Out-of-sample: 6.84% annualized, max drawdown ~18%, Calmar 0.38, Sharpe ~0.37. Diversifies a core SPY sleeve with disciplined hedges and tactical upside.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, mean-reversion, multi-asset defense, tactical rotation, trend-following, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 6.84% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 5.22% | ||
| Return, trailing 1 month (out-of-sample) | 4.17% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 5.97% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.38 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.98% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.37 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 31.96% |
Composer Technologies · Composer
Composer Technologies · Composer
