Composer · investment strategy
by Composer Technologies · via Composer
Daily, it chases the 2 strongest leveraged ETFs (about 80% of the portfolio) and buys a small slice of the 4 weakest (about 20%) across many bull and bear funds, aiming to ride short-term bursts while keeping a small contrarian/hedge sleeve.
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.
Each day it looks at a big list of 3x “up” and “down” funds (Nasdaq, S&P 500, small caps, banks, biotech, oil, gold miners, China, etc.). It checks which funds moved the most over the last 1–2 days, puts ~80% into the top 2, and ~20% into the bottom 4. Then it repeats the next day.
Daily, it chases the 2 strongest leveraged ETFs (about 80% of the portfolio) and buys a small slice of the 4 weakest (about 20%) across many bull and bear funds, aiming to ride short-term bursts while keeping a small contrarian/hedge sleeve.
High-variance momentum strategy using leveraged ETFs with a small hedge sleeve. It may diversify in volatile markets, but out-of-sample shows -8.3% annual return and ~28% max drawdown versus the S&P—not a substitute for core equity exposure.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalancing, high turnover, leveraged etfs, long/inverse mix, mean reversion, short-term momentum | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -8.30% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -3.05% | ||
| Return, trailing 1 month (out-of-sample) | -7.68% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -9.13% |
| Calmar ratio, out-of-sample period (out-of-sample) | -0.30 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.81% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.41 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 98.04% |
Composer Technologies · Composer
Composer Technologies · Composer
