Composer · investment strategy
by Composer Technologies · via Composer
One‑holding, daily strategy. In uptrends it holds global stocks unless the market is “too hot,” then it shifts to volatility. In downtrends it buys rebounds or rotates to either bearish Nasdaq exposure or long Treasuries.
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.
Daily steps: 1) Is SPY above its 200‑day average (long‑term uptrend)? If yes, hold VT (global stocks) unless 10‑day RSI (a 0–100 “hot/cold” gauge) on leveraged TQQQ/SPXL is very high (>~80); then hold VXX (volatility).<br>2) If SPY is below: if RSI on TQQQ or SPY is very low (<~30), hold VT (rebound). Otherwise, if TQQQ is below its 20‑day avg, hold the stronger of SQQQ (3x inverse Nasdaq‑100) or TLT (long US Treasuries). Else, if SQQQ RSI is low, hold SQQQ; otherwise VT.
One‑holding, daily strategy. In uptrends it holds global stocks unless the market is “too hot,” then it shifts to volatility. In downtrends it buys rebounds or rotates to either bearish Nasdaq exposure or long Treasuries.
Regime‑driven, single‑holding strategy with low market beta (~0.26) and positive out‑of‑sample alpha. It offers stronger risk‑adjusted diversification versus the S&P 500, with Calmar ~0.80 and Sharpe ~0.73, plus built‑in hedges across regimes.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, momentum and mean-reversion, tactical asset allocation, trend regime filter, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.02% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 29.15% | ||
| Return, trailing 1 month (out-of-sample) | 0.22% | ||
| Return, trailing 1 year (out-of-sample) | 15.15% | ||
| Return, trailing 3 months (out-of-sample) | 2.06% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.80 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.16% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.73 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 26.49% |
Composer Technologies · Composer
Composer Technologies · Composer
