Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based “risk-on/risk-off” system. It rides tech/QQQ uptrends (often with leverage), moves to T‑bills/Treasuries/gold when conditions worsen, and uses VIX or short ETFs as crash airbags. Higher risk than buy-and-hold due to leverage and VIX use.
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 Capital preservation 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 runs like an autopilot. It watches three things: trend (price vs long-term average), heat (a 0–100 “too hot/too cold” gauge of recent moves), and whether bonds are beating stocks. Then it shifts daily between: (1) riding tech/QQQ (sometimes with 2x/3x ETFs), (2) hiding in T‑bills/Treasuries/gold, or (3) hedging with volatility (VIXY) or short ETFs (PSQ/SH).
A daily, rules-based “risk-on/risk-off” system. It rides tech/QQQ uptrends (often with leverage), moves to T‑bills/Treasuries/gold when conditions worsen, and uses VIX or short ETFs as crash airbags. Higher risk than buy-and-hold due to leverage and VIX use.
Out-of-sample Sharpe ~3.47 vs SPY 1.26; Calmar ~9.16; max drawdown ~0.53% vs SPY ~8.89%. Stronger risk-adjusted gains with far lower downside, aided by diversification and built-in hedges—better risk control than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds/gold, inverse/short, leveraged etfs, mean reversion, sector rotation, tactical asset allocation, trend-following, volatility hedged | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 4.85% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 4.53% | ||
| Return, trailing 1 month (out-of-sample) | 0.38% | ||
| Return, trailing 1 year (out-of-sample) | 6.30% | ||
| Return, trailing 3 months (out-of-sample) | 1.75% |
| Calmar ratio, out-of-sample period (out-of-sample) | 9.16 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -0.53% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 3.47 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 1.37% |
Composer Technologies · Composer
Composer Technologies · Composer
