Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, tech‑led mix that rotates among QQQ/leveraged tech, volatility hedges, Treasuries (TMF/TMV), gold and managed futures. It uses simple “hot/cold” and trend checks to join rallies and cut risk. Uses leveraged/VIX ETPs—expect big swings.
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.
Rules watch big‑tech funds (QQQ/XLK) and the S&P (SPY). If their “hot/cold” gauge (RSI) is very hot (~80+), it hedges with volatility (VIXM/VXX). If very cold (~30‑), it buys a bounce (QLD) or parks in short‑term bonds (BSV). Otherwise it holds QQQ and mixes in calmer diversifiers (gold IAU, long/short BTAL, vol carry SVXY/VIXM), favoring the least‑volatile. A bond sleeve flips between 3x Treasuries up (TMF), down (TMV), or T‑Bills (BIL/SHV). A small sleeve adds managed‑futures (KMLM/DBMF/CTA).
A rules‑based, tech‑led mix that rotates among QQQ/leveraged tech, volatility hedges, Treasuries (TMF/TMV), gold and managed futures. It uses simple “hot/cold” and trend checks to join rallies and cut risk. Uses leveraged/VIX ETPs—expect big swings.
Out-of-sample, this strategy delivers safer, more resilient returns than the S&P: drawdown 7.28% vs 8.89%, beta ~0.5, Calmar ~1.70, thanks to hedges, managed futures and diversified sleeves—stronger risk-adjusted upside with less risk.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | gold, leveraged etfs, managed futures, risk-managed, tech rotation, trend-following bonds, volatility hedges | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.40% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 11.15% | ||
| Return, trailing 1 month (out-of-sample) | -0.33% | ||
| Return, trailing 1 year (out-of-sample) | 16.41% | ||
| Return, trailing 3 months (out-of-sample) | 3.60% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.70 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.28% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.08% |
Composer Technologies · Composer
Composer Technologies · Composer
