Composer · investment strategy
by Composer Technologies · via Composer
A three‑sleeve, daily tactical strategy: ride tech/semis in uptrends, shift to cash/long Treasuries or brief volatility hedges when overheated or falling, and separately toggle emerging markets. Uses RSI and crash gates to dial 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.
Daily trend check (S&P 500 vs 200‑day). In uptrends it rides tech/semis with 3x funds; in downtrends or when prices are overheated (RSI: 0–100 heat gauge), it shifts to cash, long Treasuries, or short‑term volatility hedges. A second sleeve picks offense/defense by comparing tech vs long bonds. A third sleeve toggles emerging markets. Crash gates cut risk after big semi selloffs.<br>Key tickers: TECL/SOXL/TQQQ/UPRO/SPXL=3x stock; SQQQ=3x short Nasdaq; UVXY/VIXM=vol; TLT/TMF=long Treas.; EEM/EDC/EDZ=EM; BIL=cash; GLD=gold.
A three‑sleeve, daily tactical strategy: ride tech/semis in uptrends, shift to cash/long Treasuries or brief volatility hedges when overheated or falling, and separately toggle emerging markets. Uses RSI and crash gates to dial risk.
Three-sleeve tactical strategy chasing tech/semis upside with adaptive hedges. Out-of-sample return 27.8% vs SPY 19.6%, but drawdown ~12.8% vs ~3.4%. Higher upside in favorable regimes for risk-tolerant growth seekers.
Modified from Balls_to_the_walls|285,40,2007(Public). Changes: (1) RSI thresholds rounded to nearest 5 (35 values). (2) UVXY replaced with BIL in 8 leverage-dial/defensive contexts; kept in overbought cascade (RSI>79) and SOXL crash gates. (3) All 3 VIXY replaced with BIL. (4) VIXM kept. (5) SQQQ-only filter fixed — TLT restored as second asset. (6) Copypasta group renamed to KMLM Switcher Extended (logic preserved). Rebalance: daily (unchanged). Backtest start: Apr 13 2022. Re-run Maestro after import. | EXTENDED-BACKTEST VARIANT B (CLEAN): SVIX (inception Mar 2022) replaced with BIL (cash-equivalent, no directional vol bet) in the TECL/SOXL/[third option] bottom-RSI filter to permit backtesting to ~2011-2012. Unlike the VIXY variant, this does NOT introduce an inverted volatility exposure — the branch becomes "TECL, SOXL, or cash" rather than "TECL, SOXL, or a long-vol bet." This is the more interpretable variant for comparing pre-2022 vs post-2022 behavior on a like-for-like basis, since the TECL/SOXL leverage-dial and bear-market logic are unchanged and the third leg simply de-risks to cash instead of swapping economic exposure. Still NOT live-deployable as-is — this is a stress-testing tool. Re-verify all filter logic in Composer editor before further use. | KMLM REMOVED FOR EXTENDED BACKTEST: KMLM (inception Dec 1, 2020) was the true binding constraint blocking any backtest before Dec 2020 — this was missed in the earlier SVIX-only analysis. KMLM appeared ONLY as a regime signal (RSI(XLK) > RSI(KMLM)), never as a held position, so no sleeve weighting was affected. The KMLM RSI comparator has been replaced with TLT (inception 2002), preserving a meaningful trend-style regime signal rather than defaulting to BIL, whose near-flat price would make RSI comparisons largely noise. NOTE: this changes the regime question from "is tech momentum beating managed-futures trend?" to "is tech momentum beating long bonds?" — a different signal with different economic meaning, not a pure data-history extension. With this change, the strategy should be able to backtest to ~2011-2012 (next constraint: verify UVXY/VIXY inception, Oct 2011 / Jan 2011). Treat as a stress-testing tool, not live-deployable as-is.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | emerging markets, leveraged etfs, momentum, regime switching, tactical allocation, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.76% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 7.35% | ||
| Return, trailing 1 month (out-of-sample) | 9.28% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 10.90% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.17 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.77% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.84 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 38.10% |
Composer Technologies · Composer
Composer Technologies · Composer
