Composer · investment strategy
by Composer Technologies · via Composer
A daily, risk-on/risk-off strategy that rotates among cash-like T‑bills, tech/semis, bonds, volatility hedges, and commodities using simple signals (trend, overbought/oversold, volatility). It sizes by volatility to smooth risk but uses high-risk leveraged/vol ETPs.
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 checks simple signals: trend (price vs its average), speed of moves (RSI), and recent drops.<br>- If stocks look hot/fragile, it hedges or parks in T‑bills or VIX funds (which jump when fear rises).<br>- If stocks look washed out, it buys the dip (often in tech/semis or long‑Treasury ETFs).<br>- If a commodity or energy trend is strong, it adds those.<br>- It sizes positions so calmer assets get a bit more weight.
A daily, risk-on/risk-off strategy that rotates among cash-like T‑bills, tech/semis, bonds, volatility hedges, and commodities using simple signals (trend, overbought/oversold, volatility). It sizes by volatility to smooth risk but uses high-risk leveraged/vol ETPs.
Out-of-sample performance shows superior risk-adjusted returns vs the S&P: ~8.76% annualized, Sharpe 1.67, Calmar 7.24, max drawdown ~1.21%. A volatility-aware risk-on/risk-off approach across assets for steadier growth.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, commodities, international, leveraged etfs, mean reversion, multi-asset tactical, risk-on/risk-off, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 8.76% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 6.71% | ||
| Return, trailing 1 month (out-of-sample) | 0.73% | ||
| Return, trailing 1 year (out-of-sample) | 3.88% | ||
| Return, trailing 3 months (out-of-sample) | 5.76% |
| Calmar ratio, out-of-sample period (out-of-sample) | 7.24 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -1.21% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.67 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 5.14% |
Composer Technologies · Composer
Composer Technologies · Composer
