Composer · investment strategy
by Composer Technologies · via Composer
A fast, tactical bundle that rides tech/semis and EM with 3× leverage when trends are strong, but snaps to cash, Treasuries, or volatility hedges if markets get overheated or crack. A KMLM managed‑futures module provides diversification and timing signals.
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 three sleeves. 1) Tech/semis momentum with crash brakes: ride 3× funds when trends are strong; if markets get too hot or drop fast, flip to cash, Treasuries, or volatility hedges. 2) KMLM switcher: choose tech/short‑vol vs diversifiers using RSI. 3) Tactical EM: 3× long/short EM based on trend and bond-vs-stock strength.
A fast, tactical bundle that rides tech/semis and EM with 3× leverage when trends are strong, but snaps to cash, Treasuries, or volatility hedges if markets get overheated or crack. A KMLM managed‑futures module provides diversification and timing signals.
Three-sleeve, adaptive-leverage strategy that rides tech/semis and EM and uses hedges when markets heat up or crack. In out-of-sample tests it delivered ~70% annualized return vs ~23% for the S&P, with Sharpe ~1.93 and Calmar ~9.
Modified from Balls_to_the_walls|285,40,2007(Public). Changes: (1) RSI thresholds rounded to nearest 5 (35 values). (2) UVXY replaced with BIL in 8 leverage-dial/defensive contexts; kept in overbought cascade (RSI>79) and SOXL crash gates. (3) All 3 VIXY replaced with BIL. (4) VIXM kept. (5) SQQQ-only filter fixed — TLT restored as second asset. (6) Copypasta group renamed to KMLM Switcher Extended (logic preserved). Rebalance: daily (unchanged). Backtest start: Apr 13 2022. Re-run Maestro after import.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalanced, emerging markets, leveraged etfs, managed futures, momentum, regime switching, rsi-based, tactical, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 70.41% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 17.19% | ||
| Return, trailing 1 month (out-of-sample) | 3.70% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 20.07% |
| Calmar ratio, out-of-sample period (out-of-sample) | 9.22 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.64% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.93 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 30.30% |
Composer Technologies · Composer
Composer Technologies · Composer
