Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, daily mix of 5 sleeves: rides tech uptrends (often via TQQQ), hedges when markets look overheated, and moves to cash, bonds, or inverse/volatility ETFs when trends weaken. Uses RSI and moving-average signals; includes a KMLM trend sleeve.
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.
Split into 5 rule sets (“sleeves”) that rebalance daily.<br>Key tools: RSI = a hot/cold meter (0–100); moving averages = trend lines.<br>Main positions: TQQQ/TECL/SPXL = 3× bullish stock bets; SQQQ/PSQ/QID = bearish; VXX/UVIX/VIXY = volatility hedges; KMLM = a managed‑futures diversifier; BOXX = used here like cash/T‑bills.<br>Rides uptrends, hedges when overheated, and shifts to cash/bonds/inverse when trends weaken.
Rules-based, daily mix of 5 sleeves: rides tech uptrends (often via TQQQ), hedges when markets look overheated, and moves to cash, bonds, or inverse/volatility ETFs when trends weaken. Uses RSI and moving-average signals; includes a KMLM trend sleeve.
Out-of-sample: -2.13% annualized vs 11.61% for the S&P, and a 24% max drawdown vs 4.5%. This is a diversification/risk-management sleeve—hedges, trend signals, and managed-futures—to boost portfolio resilience and diversify risk, not a core equity replacement.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds vs stocks, daily rebalance, leveraged/inverse etfs, managed futures (kmlm), mean reversion, tactical allocation, trend/momentum, volatility hedges | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -2.13% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -0.88% | ||
| Return, trailing 1 month (out-of-sample) | 4.55% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 5.10% |
| Calmar ratio, out-of-sample period (out-of-sample) | -0.09 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.28% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.19 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 46.48% |
Composer Technologies · Composer
Composer Technologies · Composer
