Composer · investment strategy
by Composer Technologies · via Composer
Global stock mix that adds 3x leverage in US/Tech/Europe when markets aren’t “hot” (by RSI) and steps down to normal ETFs when they are. Asia is half static, half rotated. Signals checked and weights rebalanced 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 Leveraged ETFs 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 it targets: US 40%, Tech 20%, Europe 20%, Asia 20%. It uses RSI (a 0–100 “heat gauge” of recent price moves; >70 = very hot) to dial risk.<br>US: if UPRO’s 14‑day RSI>70 hold SPY, else UPRO (3x S&P 500).<br>Tech: if TQQQ hot hold QQQ, else TQQQ (3x Nasdaq‑100).<br>Europe: if EURL hot hold VGK, else EURL (3x Europe).<br>Asia: 10% AIA (Asia 50) always; other 10% holds BBAX (Asia ex‑Japan) unless hot, then ACWI (global).
Global stock mix that adds 3x leverage in US/Tech/Europe when markets aren’t “hot” (by RSI) and steps down to normal ETFs when they are. Asia is half static, half rotated. Signals checked and weights rebalanced daily.
Global, diversified equity strategy with a mean-reversion overlay and RSI-driven leverage control. Daily rebalances across US, Tech, Europe and Asia seek non-US growth while cooling risk in overheated markets. Diversification beyond the S&P 500.
Based on a global asset allocation but with leverage and mean reversion. (S&P500 - 40%, Tech - 20%, Europe - 20%, Asia - 20%)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | asia, daily rebalancing, equities, europe, global allocation, leveraged etfs, mean reversion, rsi filter, tech | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 7.41% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 2.73% | ||
| Return, trailing 1 month (out-of-sample) | 1.45% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 3.19% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.61 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.10% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.38 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 36.83% |
Composer Technologies · Composer
Composer Technologies · Composer
