Composer · investment strategy
by Composer Technologies · via Composer
Own global stocks most of the time. When an uptrend looks overheated, switch to volatility (VXX). In downtrends, use Treasuries (TLT) only if weakness isn’t yet washed out; otherwise stay in VT. Signals checked and 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.
Tickers: SPY=S&P 500 gauge; VT=global stocks; TQQQ/SPXL=3x “thermometers”; VXX=volatility that jumps on selloffs; TLT=long US Treasuries. Indicators: RSI=0–100 heat score; Moving average=average price over X days.<br>Daily rules:<br>- If SPY > 200‑day avg: hold VT unless TQQQ RSI>79 or SPXL RSI>80, then hold VXX.<br>- If SPY ≤ 200‑day: if TQQQ RSI<31 or SPY RSI<30, hold VT; else if TQQQ < 20‑day avg, hold TLT; otherwise VT.
Own global stocks most of the time. When an uptrend looks overheated, switch to volatility (VXX). In downtrends, use Treasuries (TLT) only if weakness isn’t yet washed out; otherwise stay in VT. Signals checked and rebalanced daily.
Out-of-sample, this strategy reduces downside and sharpens risk-adjusted returns vs the S&P 500: max drawdown ~9.8% vs ~16.6%; Calmar ~1.59; 594 days tested; 15.6% annualized return with smoother volatility from adaptive hedges.
zip zap zoop
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalancing, global equity core, tactical trend/mean reversion, treasury hedge (tlt), volatility hedge (vxx) | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.65% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.68% | ||
| Return, trailing 1 month (out-of-sample) | 0.22% | ||
| Return, trailing 1 year (out-of-sample) | 5.08% | ||
| Return, trailing 3 months (out-of-sample) | 2.06% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.59 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.84% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.99 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 16.08% |
Composer Technologies · Composer
Composer Technologies · Composer
