Composer · investment strategy
by Composer Technologies · via Composer
A daily buy-the-dip/sell-the-rip strategy. It uses a bonds‑vs‑high‑beta heat check to either buy beaten‑down aggressive ETFs or take a small, cash‑buffered position in one inverse ETF. Uses leveraged funds; 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.
“~10% stays in cash”
“it makes a small, cash‑paired bet in 1 bearish fund”
“Uses leveraged funds”
“Each day it compares”
“If stocks look stronger, it makes a small, cash‑paired bet in 1 bearish fund”
“If Treasuries look stronger, it buys the 3 recent losers from fast‑moving funds”
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.
5 missing
The text the rules are quoted from, with where it came from.
Each day it compares a short-term “heat” score (RSI: high=hot, low=cold) of Treasuries (IEI) vs high‑volatility stocks (SPHB). If Treasuries look stronger, it buys the 3 recent losers from fast‑moving funds (leveraged tech/S&P500/ARKK, China/EM, bonds, chips), favoring steadier ones. If stocks look stronger, it makes a small, cash‑paired bet in 1 bearish fund (inverse ARKK/Nasdaq/Treasuries/Real‑Estate). ~10% stays in cash.
A daily buy-the-dip/sell-the-rip strategy. It uses a bonds‑vs‑high‑beta heat check to either buy beaten‑down aggressive ETFs or take a small, cash‑buffered position in one inverse ETF. Uses leveraged funds; very high risk.
Out-of-sample edge: Sharpe ~1.42, Calmar ~5.05, annualized return ~73% vs S&P ~18%. Cross-asset mean-reversion with levered/inverse ETFs; 90% invested, 10% cash. Higher upside, higher drawdowns—risk-tolerant investors.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | cross-asset signal, daily rebalance, high risk, inverse etfs, leveraged etfs, mean reversion, rsi filter, tactical allocation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 73.39% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 20.93% | ||
| Return, trailing 1 month (out-of-sample) | 3.57% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 17.84% |
| Calmar ratio, out-of-sample period (out-of-sample) | 5.05 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.55% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.42 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 46.81% |
Composer Technologies · Composer
Composer Technologies · Composer
