Composer · investment strategy
by Composer Technologies · via Composer
A daily tactical mix that rides trends and buys sharp dips across stocks, bonds, and especially gold, then de‑leverages to cash/defensive sectors or hedges when markets look overheated. Uses leveraged ETFs—expect fast moves and higher 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 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.
Daily it checks two things: trend (price vs moving averages) and “heat” (RSI: a 0–100 hot/cold speed gauge). If risk is on, it owns growth (SPY/QQQ; sometimes 2–3x UPRO/TQQQ) or long Treasuries (TMF). If overheated/falling, it shifts to cash‑like T‑bills (BIL/SHV), staples/utilities (XLP/XLU), or hedges (VIXY). A big sleeve trades gold trends/swings using GLD and leveraged pairs UGL (2x long) and GLL (−2x), plus miners (NUGT/JDST/DUST). May use UUP as cash. Rebalances daily.
A daily tactical mix that rides trends and buys sharp dips across stocks, bonds, and especially gold, then de‑leverages to cash/defensive sectors or hedges when markets look overheated. Uses leveraged ETFs—expect fast moves and higher risk.
Adaptive, risk-aware strategy with out-of-sample results: ~21.2% annualized return vs SPY 23.1%, but max drawdown ~6.9% vs ~8.9%, beta ~0.72, Calmar ~3.08—steadier, better risk-adjusted growth than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | defensive rotation, gold-centric, leveraged etfs, tactical allocation, treasuries, trend + mean reversion, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.24% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 29.48% | ||
| Return, trailing 1 month (out-of-sample) | 0.42% | ||
| Return, trailing 1 year (out-of-sample) | 18.27% | ||
| Return, trailing 3 months (out-of-sample) | 2.65% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.08 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.89% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.72 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.66% |
Composer Technologies · Composer
Composer Technologies · Composer
