Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based rotation that uses simple momentum (RSI) from retail, long bonds, gold miners, and Nasdaq to decide between high‑octane stocks (3x Dow or 3x Tech) and safety (cash or T‑Bills). Focus: capture gentle uptrends, avoid overheated markets.
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 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.
6 missing
The text the rules are quoted from, with where it came from.
Every day it checks momentum scores called RSI (a 0–100 gauge of recent price strength; above ~50 = stronger, below ~50 = weaker). It tries signals in this order: risk‑on if retail or Nasdaq show steady strength without an overheated Dow; else go to safety if long bonds are firm and gold miners aren’t. It buys 3x Dow (UDOW), 3x Tech (TECL), cash (USD), or T‑Bills (BIL).
A daily, rules‑based rotation that uses simple momentum (RSI) from retail, long bonds, gold miners, and Nasdaq to decide between high‑octane stocks (3x Dow or 3x Tech) and safety (cash or T‑Bills). Focus: capture gentle uptrends, avoid overheated markets.
A tactical satellite to the S&P 500 using RSI-driven regime shifts and levered ETFs to chase select uptrends while holding cash in risk-off. Out-of-sample results lag SPY with larger drawdowns—limit size, use as diversification, not core.
Composer Atlas Signal Miner built this strategy. Branches are ordered by the calmar ratio each signal scored standalone, holding cash when a signal is off.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalancing, leveraged etfs, momentum, risk-on/risk-off, rsi, tactical allocation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -0.34% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -0.05% | ||
| Return, trailing 1 month (out-of-sample) | 2.92% | ||
| 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) | -0.03 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.62% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.15 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 32.80% |
Composer Technologies · Composer
Composer Technologies · Composer
