Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, daily-rotating blend of three sleeves: tech momentum with crash gates, a tech‑vs‑KMLM switcher, and an EM timer. Uses 3x ETFs for upside; cuts risk fast with T‑bills, Treasuries, or volatility hedges. Very aggressive; 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.
Daily, it runs 3 sleeves and blends them (~53% US tech, ~35% KMLM switcher, ~12% EM).<br>- US tech: ride rallies with 3x funds (SOXL=semis, TQQQ=Nasdaq). If prices overheat or drop fast, shift to T‑bills (BIL) or brief volatility spikes (UVXY). In downtrends, favor Treasuries (TLT/TMF) or short Nasdaq (SQQQ).<br>- KMLM switcher: if tech beats KMLM (trend‑following ETF), use TECL/SOXL/SPXL/SVXY; else use TLT/TMF, VIXM or SQQQ.<br>- EM: time EEM via EDC (3x long) or EDZ (3x short), else BIL.
Rules-based, daily-rotating blend of three sleeves: tech momentum with crash gates, a tech‑vs‑KMLM switcher, and an EM timer. Uses 3x ETFs for upside; cuts risk fast with T‑bills, Treasuries, or volatility hedges. Very aggressive; expect big swings.
Out-of-sample annualized return ~51.4% vs SPY ~19.6%, with beta ~0.23 (lower market exposure). Calmar ~6.7 signals strong risk-adjusted gains; diversified sleeves aim for big upside with built-in hedges, outperforming the S&P on risk-adjusted basis.
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.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | emerging markets, leveraged etfs, managed futures switch, tactical allocation, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 51.38% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 12.76% | ||
| Return, trailing 1 month (out-of-sample) | 0.93% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 16.86% |
| Calmar ratio, out-of-sample period (out-of-sample) | 6.72 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.64% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.50 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 31.13% |
Composer Technologies · Composer
Composer Technologies · Composer
