Composer · investment strategy
by Composer Technologies · via Composer
A daily‑tactical mix: 55% in short/mid‑term Treasuries for ballast, 45% that rotates among leveraged Nasdaq longs/shorts, long bonds, and a momentum basket of commodities/defensives. Uses simple trend and overbought/oversold checks to lean risk on/off.
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 Leveraged ETFs 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.
55% stays in short/mid‑term US Treasuries (IEI, SHV) for stability.<br>The other 45% is tactical: it checks trends and “heat” (RSI: 0–100; <30 = washed‑out, >80 = overheated). In healthy, not‑overheated markets it holds 2x Nasdaq (QLD/ROM). If markets weaken or get too hot, it flips to −2x Nasdaq (QID) or long bonds (TLT). If commodities trend up, it instead buys the 4 strongest from oil, gold/silver, grains, nat‑gas, real estate, or stock hedges, based on recent 3‑week performance.
A daily‑tactical mix: 55% in short/mid‑term Treasuries for ballast, 45% that rotates among leveraged Nasdaq longs/shorts, long bonds, and a momentum basket of commodities/defensives. Uses simple trend and overbought/oversold checks to lean risk on/off.
Defensive, risk-managed exposure with lower downside and volatility than the S&P. OOS drawdowns ~11.6% vs ~18.8% SPY, beta ~0.38, Calmar ~1.08, offering steadier, capital-protective growth even if raw returns trail in bull markets.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | commodities, leveraged etfs, momentum, nasdaq-100, risk-managed, rsi, tactical asset allocation, treasuries, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.52% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 23.56% | ||
| Return, trailing 1 month (out-of-sample) | 1.88% | ||
| Return, trailing 1 year (out-of-sample) | 14.16% | ||
| Return, trailing 3 months (out-of-sample) | 4.02% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.08 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.58% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 13.07% |
Composer Technologies · Composer
Composer Technologies · Composer
