Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules‑based rotation among 3x tech/semiconductor ETFs, T‑Bills, and 3x Treasuries. Buys strength in calm markets, fades blow‑off spikes, and buys dips after sharp sell‑offs, throttled by volatility and bond signals; 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.
It’s a rules‑based risk‑on/risk‑off trader focused on tech and chips. It tracks: heat/weakness (RSI), trend (price vs 25‑day avg), volatility (VIX), and bond signals. Calm uptrends → buy TECL (3x tech) or SOXL (3x chips). Big 1‑day spikes → briefly use SOXS (3x short chips). Sharp sell‑offs → buy for a bounce. Stress/negative signals → park in BIL (T‑Bills) or use TMF/TMV (3x long/short Treasuries). Very high risk.
Aggressive, rules‑based rotation among 3x tech/semiconductor ETFs, T‑Bills, and 3x Treasuries. Buys strength in calm markets, fades blow‑off spikes, and buys dips after sharp sell‑offs, throttled by volatility and bond signals; very high risk.
Dynamic tech-led strategy: chase growth in calm markets, fade spikes, and buy dips with risk controls. OOS return ~18.7% vs SPY 26%, higher drawdowns; offers tech leadership exposure and diversification for risk-tolerant investors.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, risk-on/risk-off, tactical allocation, tech/semiconductors, trend + mean reversion, volatility filter | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.68% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 27.90% | ||
| Return, trailing 1 month (out-of-sample) | 0.96% | ||
| Return, trailing 1 year (out-of-sample) | 6.36% | ||
| Return, trailing 3 months (out-of-sample) | 28.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.33 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -56.39% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.60 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 75.95% |
Composer Technologies · Composer
Composer Technologies · Composer
