Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, high-risk swing/rotation: fade overbought markets with UVXY, buy oversold 3x tech/market funds, or switch between tech/short-vol and inverse/Treasury baskets based on Tech (XLK) vs managed-futures (KMLM) momentum.
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.
“otherwise it holds the two strongest of SQQQ, SOXS, SPXS, TZA (inverse) and TLT (Treasuries)”
“it buys UVXY, which rises when volatility spikes”
“it buys 3x bull funds (TECL, SOXL, SPXL, LABU)”
“it compares Tech (XLK) to a managed-futures trend fund (KMLM): if Tech is stronger, it splits into the two most oversold of TECL, SOXL, SVIX (short vol)”
“If market/sector funds look very hot (>~80), it buys UVXY”
“If some look very cold (<~30), it buys 3x bull funds (TECL, SOXL, SPXL, LABU) for a rebound.”
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 Aggressive risk 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.
5 missing
The text the rules are quoted from, with where it came from.
It reads a short-term “heat meter” (RSI from 0–100). If market/sector funds look very hot (>~80), it buys UVXY, which rises when volatility spikes, to fade the pop. If some look very cold (<~30), it buys 3x bull funds (TECL, SOXL, SPXL, LABU) for a rebound. If no extremes, it compares Tech (XLK) to a managed-futures trend fund (KMLM): if Tech is stronger, it splits into the two most oversold of TECL, SOXL, SVIX (short vol); otherwise it holds the two strongest of SQQQ, SOXS, SPXS, TZA (inverse) and TLT (Treasuries). Uses leveraged/vol ETFs—high risk.
Rules-based, high-risk swing/rotation: fade overbought markets with UVXY, buy oversold 3x tech/market funds, or switch between tech/short-vol and inverse/Treasury baskets based on Tech (XLK) vs managed-futures (KMLM) momentum.
Out-of-sample edge: ~45.85% annualized return vs SPY ~17.93%, Calmar ~1.80. Dynamic, rules-based volatility timing and regime switching target big upside with risk controls—note max drawdown ~25%.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged/inverse etfs, mean reversion, momentum, sector rotation, tactical allocation, volatility timing | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 45.85% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 13.92% | ||
| Return, trailing 1 month (out-of-sample) | 0.82% | ||
| Return, trailing 1 year (out-of-sample) | 170.42% | ||
| Return, trailing 3 months (out-of-sample) | 52.74% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.80 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.42% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.87 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 96.35% |
Composer Technologies · Composer
Composer Technologies · Composer
