Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based, defensive growth strategy. It rides uptrends (esp. tech/energy), but when markets look overheated or weak it quickly hedges with volatility funds, shifts to Treasuries or cash‑like T‑Bills, or shorts stocks to reduce drawdowns.
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.
Every day it asks: Is the market trending and calm? Then own growth/tech, energy, and some commodities. Getting “too hot”? It adds volatility funds (UVXY/VIXY) as an airbag. Weak or falling? It rotates to Treasuries (TMF/TLT) or cash‑like T‑Bills (BIL/SHV) and can short stocks (PSQ/SH).<br>RSI is a 0–100 heat gauge: hot (>~80) = stretched, cold (<~30) = washed‑out.<br>Key tickers: UVXY/VIXY (volatility), TMF/TLT (Treasuries), BIL/SHV (T‑Bills), BTAL (hedge), XLE/DBO/BOIL/KOLD (energy).
A daily, rules‑based, defensive growth strategy. It rides uptrends (esp. tech/energy), but when markets look overheated or weak it quickly hedges with volatility funds, shifts to Treasuries or cash‑like T‑Bills, or shorts stocks to reduce drawdowns.
Defensive growth with built-in hedges and a low beta (~0.5) offers diversification and risk control. It aims for steadier risk‑adjusted performance and resilience in volatile markets, compared with the S&P's higher raw returns.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, commodities, daily rebalanced, inverse-vol weighting, momentum, tactical asset allocation, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.66% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.90% | ||
| Return, trailing 1 month (out-of-sample) | 1.28% | ||
| Return, trailing 1 year (out-of-sample) | 14.60% | ||
| Return, trailing 3 months (out-of-sample) | 14.60% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.46 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.80% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 16.34% |
Composer Technologies · Composer
Composer Technologies · Composer
