Composer · investment strategy
by Composer Technologies · via Composer
A daily tactical mix that mostly sits in T‑bills unless clear signals appear, then makes short, high‑octane bets on volatility (VXX/SVIX), tech, sectors, or emerging markets using simple “stretched vs trend” rules. High risk, high turnover.
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 set of fast, rule‑based trades. Core idea: use simple signals to decide when to bet on volatility rising (VXX), falling (SVIX), or to sit in cash‑like T‑bills (BIL). RSI is a 0–100 gauge of how fast price has risen or fallen; very high = overheated, very low = washed out. When SPY looks stretched up, it may buy VXX; when it looks washed out, it often shorts vol (SVIX); else BIL. Other sleeves time tech, sectors, and emerging markets using trend and quick filters.
A daily tactical mix that mostly sits in T‑bills unless clear signals appear, then makes short, high‑octane bets on volatility (VXX/SVIX), tech, sectors, or emerging markets using simple “stretched vs trend” rules. High risk, high turnover.
Out-of-sample return 25.43% vs SPY 21.57%; Calmar 3.20 signals strong risk-adjusted edge. Cash-first, volatility sleeves seek higher upside with disciplined drawdown control (7.96% vs SPY’s 4.50%).
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalanced, leveraged etfs, momentum and mean reversion, risk-on/risk-off, tactical multi-asset, volatility trading | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.43% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 10.49% | ||
| Return, trailing 1 month (out-of-sample) | 5.29% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 9.99% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.20 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.96% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.55 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 15.49% |
Composer Technologies · Composer
Composer Technologies · Composer
