Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, tech‑heavy strategy that shifts 91% between 3x tech/S&P and hedges using a trend filter (SPY vs 200‑day average) and “hot/cold” signals (RSI, quick drops). Keeps 3% each in T‑bills, gold, and Treasuries. 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.
1) Check the trend: if the S&P 500 (SPY) is above its 200‑day average, it’s an uptrend; otherwise it’s a downtrend. 2) In uptrends it mostly buys 3x tech/semis (SOXL, TQQQ, TECL) or 3x S&P (UPRO), especially after sharp drops (RSI = quick “hot/cold” meter). If markets look too “hot,” it briefly hedges with fear/volatility funds (UVXY/VIXY) or Treasuries (TMF/TLT). In downtrends it uses more hedges or small bounce trades. Always holds 3% each in BIL (T‑bills), GLD (gold), and TLT.
Aggressive, tech‑heavy strategy that shifts 91% between 3x tech/S&P and hedges using a trend filter (SPY vs 200‑day average) and “hot/cold” signals (RSI, quick drops). Keeps 3% each in T‑bills, gold, and Treasuries. Very high risk.
Out-of-sample edge: Sharpe ~3.09 vs SPY ~1.80; Calmar ~37; annualized return ~344% vs ~18%; max drawdown ~9.2% vs ~2.5%. Tech-heavy levered bets with hedges offer superior risk-adjusted growth and diversification vs the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | high risk, leveraged etfs, mean reversion, swing trading, tactical timing, tech/semiconductors, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 343.77% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 22.27% | ||
| Return, trailing 1 month (out-of-sample) | 13.81% | ||
| Return, trailing 1 year (out-of-sample) | 198.79% | ||
| Return, trailing 3 months (out-of-sample) | -0.14% |
| Calmar ratio, out-of-sample period (out-of-sample) | 37.44 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.18% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 3.09 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 54.52% |
Composer Technologies · Composer
Composer Technologies · Composer
