Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based bear‑market sleeve. It usually sits in cash; when the S&P 500 trends down, it mainly shorts the tech‑heavy Nasdaq using inverse ETFs, guided by simple “heat” (RSI) and trend rules, with bond strength as a tie‑breaker.
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.
60% sits in a “bear block.” First it checks short‑term “RSI” (a 0–100 heat meter) on big indexes (SPY=S&P 500, QQQ=Nasdaq‑100, IOO=global, VTV=value, XLF=banks). If they’re too hot (>~80) or too weak (<~30), it parks in BIL (T‑Bills). If the S&P 500 is below its 200‑day average (a downtrend), it leaves cash and mostly bets against the Nasdaq (PSQ or 2× QID), sometimes going long (QQQ/2× QLD) if bonds (TLT/IEF) look strong. In uptrends, it stays in cash.
A daily, rules‑based bear‑market sleeve. It usually sits in cash; when the S&P 500 trends down, it mainly shorts the tech‑heavy Nasdaq using inverse ETFs, guided by simple “heat” (RSI) and trend rules, with bond strength as a tie‑breaker.
Lower drawdowns and diversification: oos max drawdown 11.5% vs SPY 18.8%, negative beta (~-0.23) to the S&P, Calmar ~1.09, and 12.5% oos annualized return. A rules-based bear sleeve that protects your core equity while adding resilience in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bear-market hedge, daily rebalanced, nasdaq focus, rsi/trend rules, tactical etf rotation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.51% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.89% | ||
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 year (out-of-sample) | 2.38% | ||
| Return, trailing 3 months (out-of-sample) | 0.95% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.09 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.53% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.91 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 14.01% |
Composer Technologies · Composer
Composer Technologies · Composer
