Composer · investment strategy
by Composer Technologies · via Composer
A contrarian, regime‑aware rotator: buy beaten‑up tech in healthy trends; when markets overheat or break trend, switch fast into hedges, Treasuries, cash, or managed‑futures (KMLM). Uses simple signals (trend lines and a “hot/cold” gauge), trades daily, and favors tax‑sheltered accounts.
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 “buy the dip/hedge the rip” system. It checks the long‑term trend (SPY vs its 200‑day average) and a quick “too hot/too cold” meter (RSI). In uptrends and when oversold, it buys tech/semis (often 3x versions like TQQQ/SOXL). When overheated or risk rises, it hedges (UVXY/VIXY, SQQQ) or moves to Treasuries/cash (TLT/TMF/BIL). KMLM (a managed‑futures ETF) is used as a diversifier when stocks weaken.
A contrarian, regime‑aware rotator: buy beaten‑up tech in healthy trends; when markets overheat or break trend, switch fast into hedges, Treasuries, cash, or managed‑futures (KMLM). Uses simple signals (trend lines and a “hot/cold” gauge), trades daily, and favors tax‑sheltered accounts.
Regime-aware rotation that taps tech rebounds and hedges with bonds/futures. OOS metrics lag SPY on risk-adjusted return, so this is best used as a diversification overlay to the S&P 500, potentially lowering volatility.
Degens beware: realistic slippage is more like 20-25 bps with daily trades. Solid option for tax-advantaged retirement accounts, but you probably won't beat buying and holding SPY after taxes otherwise. --- Sign up for a trading pass and use code E3eRP-v-TRADE for 25% off for life.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds/cash tilts, contrarian rotation, daily rebalance, high turnover, leveraged etfs, managed futures (kmlm), mean reversion, risk management, sector rotation, trend filter, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -66.10% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -6.24% | ||
| Return, trailing 1 month (out-of-sample) | -11.97% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | -10.60 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.24% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -4.48 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 25.14% |
Composer Technologies · Composer
Composer Technologies · Composer
