Composer · investment strategy
by Composer Technologies · via Composer
A daily switching strategy that chases strong tech/semis uptrends with 3x ETFs, cools off when prices look overheated, buys deep dips, and in weak regimes rotates into hedges (inverse ETFs, long Treasuries, cash, volatility/KMLM). Very high risk.
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, rules‑based “bot.”<br>1) Labels the market up/down using the S&P 500 vs its 200‑day average.<br>2) In uptrends it rides high‑octane tech/semis funds (TQQQ, TECL, SOXL, UPRO). If a hot/cold meter (RSI, a 0–100 speedometer) runs too hot (~>80), it shifts to hedges like UVXY (volatility) or cash (BIL).<br>3) On sharp drops it buys the most beaten‑down 3x funds.<br>4) In downtrends—or when tech lags KMLM (a managed‑futures diversifier)—it flips to protection: inverse funds (SQQQ, SOXS/TECS), long Treasuries (TLT/TMF), gold, BTAL/KMLM. Rebalances daily.
A daily switching strategy that chases strong tech/semis uptrends with 3x ETFs, cools off when prices look overheated, buys deep dips, and in weak regimes rotates into hedges (inverse ETFs, long Treasuries, cash, volatility/KMLM). Very high risk.
Out-of-sample, this daily regime-switching tech/semis strategy targets big upside: ~49% annualized vs S&P ~25%; Sharpe ~1.0; Calmar ~1.96. Higher risk with ~25% max drawdown vs ~3%—yet hedges cushion downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, mean reversion, multi-asset rotation, tactical regime-switching, trend/momentum, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 49.12% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 14.43% | ||
| Return, trailing 1 month (out-of-sample) | -15.95% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 5.88% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.96 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.07% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.99 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 56.81% |
Composer Technologies · Composer
Composer Technologies · Composer
