Composer · investment strategy
by Composer Technologies · via Composer
A fast, high‑risk “buy the dip” rotation in leveraged ETFs. Each day it picks the 4 funds that fell the most over the last two days (via a 2‑day EMA), spreads money evenly across them, and rebalances daily across many sectors and both bull and bear 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.
“then buys the 4 that look most beaten‑up”
“Each day it scans many 2x/3x leveraged funds (bull and bear)”
“and resets daily”
“splits money equally”
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.
5 missing
The text the rules are quoted from, with where it came from.
Each day it scans many 2x/3x leveraged funds (bull and bear) across tech, S&P 500, small-caps, semis, biotech, banks, gold miners, China, oil/energy, utilities. It computes a 2‑day EMA—a very quick average that leans on the last couple days—then buys the 4 that look most beaten‑up, splits money equally, and resets daily.
A fast, high‑risk “buy the dip” rotation in leveraged ETFs. Each day it picks the 4 funds that fell the most over the last two days (via a 2‑day EMA), spreads money evenly across them, and rebalances daily across many sectors and both bull and bear funds.
Out-of-sample annualized return ≈20.6% vs SPY ≈10.9%, with positive alpha. Daily rotation among beaten-down leveraged ETFs seeks stronger upside across sectors, but comes with higher volatility and drawdowns—suited for risk-tolerant growth seekers.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, multi-sector, short-term | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.60% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 6.92% | ||
| Return, trailing 1 month (out-of-sample) | -12.45% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 35.65% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.53 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.16% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.66 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 95.51% |
Composer Technologies · Composer
Composer Technologies · Composer
