Composer · investment strategy
by Composer Technologies · via Composer
A daily tactical system that swings among 3x tech/S&P, inverse ETFs, VIX funds, Treasuries/cash, and managed‑futures (KMLM). It uses a ‘hot/cold’ meter (RSI) and trend filters to ride strength, hedge when markets get overheated, and cut risk when trends weaken.
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 checks: - Heat (RSI) of SPY/QQQ: RSI is a 0–100 “hot/cold” meter of recent gains vs losses. - Trend: price vs 20/200‑day averages. If markets are very hot (RSI ~80+), it shifts into VIX funds (UVXY/UVIX/VIXY) expecting a volatility spike. In uptrends it favors 3x Nasdaq/Tech/S&P (TQQQ, TECL, SPXL); in downtrends it rotates to inverse funds (SQQQ, SPXU) or Treasuries/cash (TMF, IEF, BIL). It also compares Tech (XLK) vs KMLM (managed futures) to pick growth vs defensive.
A daily tactical system that swings among 3x tech/S&P, inverse ETFs, VIX funds, Treasuries/cash, and managed‑futures (KMLM). It uses a ‘hot/cold’ meter (RSI) and trend filters to ride strength, hedge when markets get overheated, and cut risk when trends weaken.
Out-of-sample return ~24.1% vs SPY 16.5%; Calmar ~2.32 signals strong risk-adjusted gains. Drawdowns may run higher (~10.4%), but volatility hedging and trend filters aim to protect and outperform the S&P over cycles.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, managed futures, market timing, momentum, risk management, tactical asset allocation, trend following, volatility trading | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.09% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 4.29% | ||
| Return, trailing 1 month (out-of-sample) | 2.51% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 39.58% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.32 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.39% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.84 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 32.08% |
Composer Technologies · Composer
Composer Technologies · Composer
