Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑driven “black swan” and momentum system. It rotates among leveraged tech/semiconductor bulls, volatility hedges, bearish funds, Treasuries, or cash using overbought/oversold, trend, and shock signals to chase rebounds and defend crashes.
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.
It’s a daily rulebook that watches three things: stocks (S&P 500, Nasdaq, semiconductors), bonds (Treasuries), and “fear” (VIX). It uses short‑term hot/cold meters (RSI: high = overheated, low = washed‑out), trend checks, and shock detectors (sudden drops).<br>Actions: If markets look overheated it briefly buys “fear” funds (UVXY/VIXY). If they’re washed‑out and bonds aren’t flashing danger, it buys one aggressive fund (e.g., SOXL=3x semis, TQQQ=3x Nasdaq, UPRO/SPXL=3x S&P). If stress is high or trends weaken, it flips to bearish funds (SQQQ, SOXS, SPXS), Treasuries (TMF=3x long, TMV=3x short), or cash (BIL=T‑bills). It always picks a single fund from a small list based on very recent strength.
A daily, rules‑driven “black swan” and momentum system. It rotates among leveraged tech/semiconductor bulls, volatility hedges, bearish funds, Treasuries, or cash using overbought/oversold, trend, and shock signals to chase rebounds and defend crashes.
Near-S&P upside with lower beta and explicit crash hedges. Daily tactical rotation among leveraged tech/semis, volatility hedges, and Treasuries targets solid risk-adjusted returns (Calmar ~0.91) and diversification when the S&P whipsaws.
Probably want to clean the BB blocks - its copied code.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | crash protection, leveraged etf rotation, momentum/mean‑reversion, regime switching, tactical allocation, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.77% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 22.05% | ||
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 year (out-of-sample) | 21.28% | ||
| Return, trailing 3 months (out-of-sample) | 0.95% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.91 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.52% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.76 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 27.64% |
Composer Technologies · Composer
Composer Technologies · Composer
