Composer · investment strategy
by Composer Technologies · via Composer
Equal-weight 8 sectors day to day. If any sector looks extremely “hot” (10‑day RSI>80), switch the whole portfolio into UVXY (a leveraged volatility fund). Aims to sidestep peaks, but carries high whipsaw/decay risk and trades daily.
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.
Baseline: split money equally across 8 sector funds—tech (XLK), financials (XLF), healthcare (XLV), energy (XLE), materials (XLB), telecom (XTL), real estate (XLRE), consumer discretionary (XLY).<br>Each day it checks a 10‑day “heat gauge” (RSI). If any fund is above 80 (very hot), move 100% to UVXY, a leveraged volatility fund that can spike in sell‑offs but usually drifts down. If none are hot, keep the sector mix. Rebalanced daily.
Equal-weight 8 sectors day to day. If any sector looks extremely “hot” (10‑day RSI>80), switch the whole portfolio into UVXY (a leveraged volatility fund). Aims to sidestep peaks, but carries high whipsaw/decay risk and trades daily.
Out-of-sample edge: 12.13% annualized return, Sharpe 1.38 vs S&P 0.99, and Calmar 2.77. An 8-sector mix with a volatility hedge delivers stronger risk-adjusted upside than the S&P 500.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, leveraged etf risk, rsi trigger, sector rotation, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.13% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 2.11% | ||
| Return, trailing 1 month (out-of-sample) | -0.11% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.77 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -4.38% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.38 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 8.73% |
Composer Technologies · Composer
Composer Technologies · Composer
