Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules-based “regime switcher.” It rides tech booms with leveraged ETFs, but quickly flips to shorts/volatility/bonds when signals turn. Uses KMLM (managed futures) as a macro gauge. Very aggressive; high turnover and slippage; best in tax-advantaged accounts.
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 Macro signals 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 checks if the stock market is trending up (SPY above its 200‑day average). If yes, it rides strong tech/semis using leveraged funds (like 3x Nasdaq). If markets look overheated or weak, it flips to hedges: inverse tech, volatility (UVXY), Treasuries, or cash. A KMLM vs XLK check guides risk‑on vs defense.<br>It rebalances daily and often rotates into the “hottest” picks; when signals warn, it quickly cuts risk.
A fast, rules-based “regime switcher.” It rides tech booms with leveraged ETFs, but quickly flips to shorts/volatility/bonds when signals turn. Uses KMLM (managed futures) as a macro gauge. Very aggressive; high turnover and slippage; best in tax-advantaged accounts.
Dynamic regime-switching strategy. A tactical overlay to SPY that captures tech uptrends with leverage and hedges during stress periods; offers diversification and tail-risk control in tax-advantaged accounts. OOS: -8.10%/yr; 8.76% drawdown vs SPY 3.06%.
Degens beware: realistic slippage is more like 20-25 bps with daily trades. Solid option for tax-advantaged retirement accounts, but you probably won't beat buying and holding SPY after taxes otherwise. --- Sign up for a trading pass and use code E3eRP-v-TRADE for 25% off for life.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | high turnover, inverse/volatility hedging, leveraged etfs, macro regime, managed futures, sector rotation, tactical allocation, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -8.10% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -1.53% | ||
| Return, trailing 1 month (out-of-sample) | 0.56% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | -0.92 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.76% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -0.07 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 35.34% |
Composer Technologies · Composer
Composer Technologies · Composer
