Composer · investment strategy
by Composer Technologies · via Composer
A rule-driven, daily‑rebalanced, multi‑asset strategy that rides tech/S&P uptrends with leveraged ETFs, and quickly flips to cash, shorts, volatility, USD, gold, or oil when risk rises. Uses trend, drawdown, and overbought/oversold signals.
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.
It watches trend, “heat” (overbought/oversold), and recent drops. In uptrends it rides tech/S&P (often with 3x ETFs). If markets look overheated or crack, it flips to cash, shorts, or volatility. Side bets toggle USD vs euro, gold, and oil based on bond signals.<br>It rebalances daily.
A rule-driven, daily‑rebalanced, multi‑asset strategy that rides tech/S&P uptrends with leveraged ETFs, and quickly flips to cash, shorts, volatility, USD, gold, or oil when risk rises. Uses trend, drawdown, and overbought/oversold signals.
An adaptive, rule-based, multi-asset sleeve that diversifies SPY with dynamic hedges (volatility, cash, FX, gold). Out-of-sample: 15.6% annualized return; Sharpe 0.56; Calmar 0.50—a diversified, macro-aware complement to SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | dividend tilt, fx, gold, leveraged etfs, oil, risk-on/risk-off, tactical multi-asset, trend + mean reversion, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.62% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 13.38% | ||
| Return, trailing 1 month (out-of-sample) | -1.36% | ||
| Return, trailing 1 year (out-of-sample) | 44.38% | ||
| Return, trailing 3 months (out-of-sample) | 5.65% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.50 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.06% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.56 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 41.09% |
Composer Technologies · Composer
Composer Technologies · Composer
