Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based portfolio that tilts into uptrends (especially tech/energy) and quickly rotates to cash/Treasuries/volatility hedges when markets look overheated or shaky. Uses RSI and trend filters; includes leveraged ETFs for offense and defense.
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.
It’s a daily, rules-based switchboard. It checks simple “heat” gauges (RSI = how fast prices have moved) and trend lines (moving averages). When markets look hot, it hedges with cash, Treasuries, or volatility funds; when trends are healthy or prices look washed‑out, it buys—mainly tech and energy.<br>It can also hold gold, the US dollar, and broad commodities.
A daily, rules-based portfolio that tilts into uptrends (especially tech/energy) and quickly rotates to cash/Treasuries/volatility hedges when markets look overheated or shaky. Uses RSI and trend filters; includes leveraged ETFs for offense and defense.
Out-of-sample, this strategy posts stronger risk-adjusted returns and far smaller drawdowns than the S&P 500: Sharpe ~1.01 vs ~0.99, Calmar ~1.23, beta ~0.64, max drawdown ~12% vs ~19%, while preserving upside.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily tactical multi-asset, leveraged etfs, momentum & mean reversion, risk-on/risk-off, trend-following, volatility hedged | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.12% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 30.55% | ||
| Return, trailing 1 month (out-of-sample) | -1.04% | ||
| Return, trailing 1 year (out-of-sample) | 9.82% | ||
| Return, trailing 3 months (out-of-sample) | 1.69% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.23 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.26% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 15.01% |
Composer Technologies · Composer
Composer Technologies · Composer
