Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based switcher that buys fast-moving tech/semis when trends are healthy, but rapidly flips to shorting, volatility hedges, or cash if the market looks overheated or fearful. Uses leveraged ETFs, so returns and risks are amplified.
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 Aggressive risk 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 checks if the market looks hot or tired using a “speedometer” (RSI) on big indexes, tech/semis, and volatility. • If too hot, it flips to protection: short tech, buy volatility, or sit in T‑bills. • If washed out or steady, it buys the fastest movers (mainly leveraged Nasdaq/semis) or a small basket of strong large caps. • If fear jumps, it parks in cash-like T‑bills.
A daily, rules-based switcher that buys fast-moving tech/semis when trends are healthy, but rapidly flips to shorting, volatility hedges, or cash if the market looks overheated or fearful. Uses leveraged ETFs, so returns and risks are amplified.
Adds diversification and risk management to a stock portfolio. With a negative beta to the market and built-in hedges (volatility and cash), it can dampen big swings and complement the S&P 500—even when out-of-sample returns lag.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | high turnover, leveraged etfs, long/short, mean reversion, momentum, quant, tactical allocation, tech-heavy, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 6.81% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 3.11% | ||
| Return, trailing 1 month (out-of-sample) | 1.49% | ||
| Return, trailing 1 year (out-of-sample) | -66.17% | ||
| Return, trailing 3 months (out-of-sample) | 14.85% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.34 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.88% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.36 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 40.03% |
Composer Technologies · Composer
Composer Technologies · Composer
