Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules‑based swing strategy that rotates between 3x tech/semis and hedges (inverse, VIX funds, bonds, gold) using a 200‑day trend line, RSI “speedometer,” and bond‑market checks. Includes KMLM for diversification in choppy/inflationary regimes.
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: (1) Checks the market’s long‑term trend (SPY vs its 200‑day average). Above it = risk‑on; below = risk‑off. (2) Uses RSI (a speedometer of recent moves: high = overheated, low = washed‑out) to buy 3x tech/semis on deep dips or switch to hedges (inverse or VIX funds) on rips. (3) Confirms with bond signals and can park in bonds/cash‑like funds or gold. (4) In choppy/inflationary regimes it may use KMLM (a managed‑futures ETF) for diversification.
Aggressive, rules‑based swing strategy that rotates between 3x tech/semis and hedges (inverse, VIX funds, bonds, gold) using a 200‑day trend line, RSI “speedometer,” and bond‑market checks. Includes KMLM for diversification in choppy/inflationary regimes.
Out-of-sample edge: 42.2% annualized return vs SPY’s 38.8%, with Calmar 3.59 and Sharpe 1.15. Dynamic regime switching and hedges capture tech upside while diversifying with bonds, gold, and managed futures; drawdowns may be larger.
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Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, gold, leveraged etfs, managed futures, momentum/mean reversion, risk-on/risk-off, tactical allocation, trend following, volatility hedges | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 42.20% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 7.54% | ||
| Return, trailing 1 month (out-of-sample) | 2.60% | ||
| Return, trailing 1 year (out-of-sample) | 176.04% | ||
| Return, trailing 3 months (out-of-sample) | 10.82% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.59 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.74% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 36.84% |
Composer Technologies · Composer
Composer Technologies · Composer
