Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, tactical sector strategy that bets on reversals and short‑term trends. It toggles between sector ETFs, their inverse/leveraged versions, and a volatility hedge (UVXY), weighted by recent volatility. High turnover and 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 two-part, daily‑traded sector strategy. Half “fades extremes”: it ranks US sectors by longer‑term strength, then, inside those picks, it quickly flips between owning the sector (e.g., XLK tech) or a fund that rises if it falls (inverse) using simple heat/cold gauges (RSI) and trend checks (moving averages). The other half rotates into one oversold sector (sometimes a 2x–3x bull ETF) or, if markets look overheated, a volatility hedge (UVXY). The two halves are blended, favoring the calmer one.
Aggressive, tactical sector strategy that bets on reversals and short‑term trends. It toggles between sector ETFs, their inverse/leveraged versions, and a volatility hedge (UVXY), weighted by recent volatility. High turnover and risk.
Out-of-sample edge: ~20% annual return with Calmar 2.02 and beta 0.91—diversification via tactical sector rotations and hedging. Strong risk-adjusted profile vs SPY, with downside management and active hedging across volatile periods.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, inverse-vol weighting, leveraged/inverse etfs, mean reversion, rotation, us sectors, uvxy hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.33% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 8.89% | ||
| Return, trailing 1 month (out-of-sample) | 1.92% | ||
| Return, trailing 1 year (out-of-sample) | 19.18% | ||
| Return, trailing 3 months (out-of-sample) | 7.72% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.02 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.07% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.14 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 17.83% |
Composer Technologies · Composer
Composer Technologies · Composer
