Composer · investment strategy
by Composer Technologies · via Composer
An active, rules‑based trader that buys leveraged stock ETFs in healthy uptrends, “buys the dip,” and “sells the rip” via volatility hedges or cash. When trends weaken or volatility spikes, it rotates to T‑bills, bonds (TMF/TMV), or inverse ETFs (SQQQ/SOXS).
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.
Each day the system checks two things: trend and “heat.” Trend = price vs long‑term average. Heat = RSI (0–100: high = overheated, low = washed‑out).<br>• Uptrend + not hot: buy fast movers (3x tech/semis/S&P).<br>• Dips: step in. Rips: hedge with VIX funds or go to T‑bills (BIL).<br>• Downtrend or high vol: shift to cash, bonds (TMF/TMV), or inverse ETFs (SQQQ/SOXS).
An active, rules‑based trader that buys leveraged stock ETFs in healthy uptrends, “buys the dip,” and “sells the rip” via volatility hedges or cash. When trends weaken or volatility spikes, it rotates to T‑bills, bonds (TMF/TMV), or inverse ETFs (SQQQ/SOXS).
Out-of-sample, this rules-based strategy targets higher risk-adjusted growth versus the S&P: ~44.9% annualized return vs 39.2%, Calmar 3.12, near-zero beta, with dynamic risk-off hedges. Note: occasional larger drawdowns may occur.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalanced, leveraged etfs, mean reversion, multi-asset, tactical asset allocation, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 44.88% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 21.25% | ||
| Return, trailing 1 month (out-of-sample) | -0.30% | ||
| Return, trailing 1 year (out-of-sample) | -84.56% | ||
| Return, trailing 3 months (out-of-sample) | 25.88% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.12 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.38% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.24 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 34.95% |
Composer Technologies · Composer
Composer Technologies · Composer
