Composer · investment strategy
by Composer Technologies · via Composer
A rules-based rotation that tries to ride big chip/tech uptrends with 3x ETFs and shift to inverse or Treasury plays when momentum sours. It uses simple trend/volatility checks, avoids getting stuck in SOXS, and trades only when thresholds are crossed.
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.
It takes the market’s temperature using simple gauges of trend strength, choppiness, and recent losses.<br>• If trends look healthy, it equally holds 2–3 fast movers from: SOXL (3x chips), TQQQ (3x Nasdaq 100), SPXL (3x S&P 500), sometimes TMF (3x long Treasuries).<br>• If trends weaken or get shaky, it flips to defense using SOXS/SQQQ/SPXS (3x bearish) or TMF/TMV (3x Treasuries). Extra rules only allow SOXS when it’s actually trending up and cut it quickly if it starts to slip.<br>• It trades on thresholds (not daily) to cut churn; small drift (~3%) doesn’t trigger trades.
A rules-based rotation that tries to ride big chip/tech uptrends with 3x ETFs and shift to inverse or Treasury plays when momentum sours. It uses simple trend/volatility checks, avoids getting stuck in SOXS, and trades only when thresholds are crossed.
Regime-driven hedge to SPY: a rules-based rotation between leveraged growth and defensive bets, designed for diversification and drawdown protection with explicit risk controls—a prudent, risk-managed complement to an S&P core.
Modified original to reduce chance of being stuck in SOXS as often when it's on downward trend to reduce max drawdown. Changed trade setting from Daily to Threshold to reduce trade frequency.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etf rotation, momentum, risk-managed, tactical, trend following, volatility filter | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 3.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 3.74% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 1.10% | ||
| Return, trailing 1 month (out-of-sample) | 17.39% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -9.82% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.09 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.76% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.49 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 93.36% |
Composer Technologies · Composer
Composer Technologies · Composer
