Composer · investment strategy
by Composer Technologies · via Composer
A daily, rule‑based strategy that flips into leveraged tech/semiconductor funds (mainly SOXL, sometimes TQQQ or SPXL) when multiple momentum/volatility checks look favorable, otherwise sitting in T‑bills (BIL). High risk, concentrated in semis/tech.
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.
11 on/off rules check if growthy parts of the market (tech/semis/comms) look strong and calm vs other sectors/bonds. When a rule is “on,” it buys a leveraged fund (mostly SOXL; sometimes TQQQ or SPXL). When “off,” it holds T‑bills (BIL). All active signals are held equally. Rebalanced daily.
A daily, rule‑based strategy that flips into leveraged tech/semiconductor funds (mainly SOXL, sometimes TQQQ or SPXL) when multiple momentum/volatility checks look favorable, otherwise sitting in T‑bills (BIL). High risk, concentrated in semis/tech.
An aggressive, rule-based tactical overlay to tech/semis with cash guards. Seeks amplified upside via levered ETFs when signals fire and preserves capital otherwise. OOS results lag SPY; best as a high-risk satellite, not core long-term holding.
Composer Atlas Signal Miner built this strategy. Branches are ordered by the calmar ratio each signal scored standalone, holding cash when a signal is off.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalanced, leveraged etfs, momentum/trend, risk filters, tactical allocation, tech & semiconductors | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -37.83% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -6.56% | ||
| Return, trailing 1 month (out-of-sample) | -0.45% | ||
| 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) | -2.54 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.92% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -0.51 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 60.50% |
Composer Technologies · Composer
Composer Technologies · Composer
