Composer · investment strategy
by Composer Technologies · via Composer
Blends crowd-built playbooks. In uptrends it rides leaders (often 3x tech/semis) or buys deep dips; under stress it rotates to hedges (inverse/volatility funds, bonds, gold, cash). Uses simple heat gauges and a KMLM cross‑asset trend check; rebalances daily.
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 Leveraged ETFs 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.
1) Market weather check: is the S&P 500 (SPY) above its ~200‑day average? If yes = risk‑on; if no = risk‑off.<br>2) Risk‑on: ride leaders (often 3x tech/semis/biotech) or buy sharp dips; if things look overheated, shift to hedges.<br>3) Risk‑off: favor inverse/volatility funds, long bonds, gold, and cash.<br>4) Blend several playbooks, giving calmer ones more weight. Uses a simple 0–100 “heat gauge” (RSI): low=washed‑out, high=hot. KMLM (managed‑futures) is an extra trend check.
Blends crowd-built playbooks. In uptrends it rides leaders (often 3x tech/semis) or buys deep dips; under stress it rotates to hedges (inverse/volatility funds, bonds, gold, cash). Uses simple heat gauges and a KMLM cross‑asset trend check; rebalances daily.
Dynamic regime-switching strategy: ride leaders in uptrends, hedge in stress, guided by RSI heat gauges and a cross-asset trend filter. Out-of-sample: ~70% annualized return with Calmar ~6.95 vs SPY, offering higher upside with disciplined risk control.
Inverse Volatility Weighted Top 4 Community Symphonies
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged & inverse etfs, managed futures filter, momentum & mean reversion, regime switching, tactical multi-strategy, volatility hedges | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 70.57% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 19.99% | ||
| Return, trailing 1 month (out-of-sample) | 3.67% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 16.60% |
| Calmar ratio, out-of-sample period (out-of-sample) | 6.95 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.16% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.39 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 46.43% |
Composer Technologies · Composer
Composer Technologies · Composer
