Composer · investment strategy
by Composer Technologies · via Composer
A daily, regime‑switching strategy keyed to BTAL‑style risk‑off. If defensive assets beat cyclicals over a few days, it holds BTAL and contrarian picks; otherwise it rides momentum in the 4 strongest ETFs. Uses some leveraged/inverse funds.
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 Leveraged ETFs 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.
It watches lots of quick 2–3 day “safer vs riskier” scorecards (havens like the Swiss franc, Treasuries, volatility, infrastructure vs cyclicals like banks, homebuilders, copper). If defense is winning (often when BTAL rises), it holds 20% BTAL and contrarian picks among recent losers (incl. some inverse funds). If offense is winning, it owns the 4 strongest ETFs by recent 1‑month momentum (e.g., semis, software, energy, Japan). Rebalances daily; uses some leveraged/inverse funds.
A daily, regime‑switching strategy keyed to BTAL‑style risk‑off. If defensive assets beat cyclicals over a few days, it holds BTAL and contrarian picks; otherwise it rides momentum in the 4 strongest ETFs. Uses some leveraged/inverse funds.
Out-of-sample, this regime-switching strategy outperforms the S&P on risk-adjusted return: Sharpe ~3.46 vs ~2.32, annualized return ~60% vs ~28%, and drawdowns ~2.5% vs ~3.1%. BTAL signals guard dips and ride momentum.
A list of ML-derived ratios that correspond with bullish moves in the ETF "BTAL" . This serves as a signal since this ETF is a hedge against market beta. When it is rising, it tends to signal bearish moves, but also that market leadership may be shifting and momentum trades are reaching a turning point.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | btal signal, daily rebalance, leveraged & inverse etfs, momentum + mean reversion, multi-asset, regime switching, risk-on/risk-off | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 59.79% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 10.36% | ||
| Return, trailing 1 month (out-of-sample) | 3.10% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 23.98 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -2.49% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 3.46 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 14.10% |
Composer Technologies · Composer
Composer Technologies · Composer
