Composer · investment strategy
by Composer Technologies · via Composer
Rules-based portfolio split into a defensive core, a simple VIX/gold/bond hedge, and a growth booster. Buys tech/growth in healthy trends, shifts to Treasuries, gold, or VIX hedges when markets look overheated or weak.
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.
RSI is a short-term “heat meter” (0–100): above ~80 = overheated, below ~30 = washed out.<br>- 54% Core: When stocks run hot, it shifts to a volatility fund (VIXY) plus Treasuries (TLT) and Gold (GLD). Otherwise it rotates among tech/growth (XLK, QQQ), bonds, gold, utilities, or an inverse Nasdaq hedge (PSQ).<br>- 27% Simpler copy: Quick flips among VIXY, XLK/VUG, and GLD using the same heat/trend checks.<br>- 19% Booster: Uses leveraged funds (TQQQ, TMF, TMV, SQQQ) when trends favor them; otherwise dials back to VUG.
Rules-based portfolio split into a defensive core, a simple VIX/gold/bond hedge, and a growth booster. Buys tech/growth in healthy trends, shifts to Treasuries, gold, or VIX hedges when markets look overheated or weak.
Out-of-sample, this strategy offers smoother, more resilient gains: max drawdown 11.7% vs 18.8% for SPY, Calmar ~1.10. Hedge with VIXY/GLD/TLT. Returns 12.9% vs SPY's 17.8%, but far stronger downside protection.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, risk-managed growth, tactical multi-asset, trend + mean-reversion, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 15.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.89% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 27.81% | ||
| Return, trailing 1 month (out-of-sample) | -1.72% | ||
| Return, trailing 1 year (out-of-sample) | 4.90% | ||
| Return, trailing 3 months (out-of-sample) | 5.65% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.10 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.73% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.71 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 20.07% |
Composer Technologies · Composer
Composer Technologies · Composer
