Composer · investment strategy
by Composer Technologies · via Composer
A daily rule-driven strategy that rotates between leveraged tech, hedges, bonds, energy, and cash. It rides uptrends hard, buys sharp dips, and de-risks when markets overheat or break trend. Uses RSI and moving averages to switch among QQQ/tech, Treasuries, volatility, and energy.
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.
It’s a daily, rules-based switcher. When stocks trend up, it owns tech/semis (often the 3x versions). If prices get “too hot” (RSI high), it hedges or moves to cash-like Treasuries. If markets dip hard (RSI low), it buys the dip. If trends break, it flips to inverse tech, bonds, or cash. Separate sleeves time long/short bonds and oil/gas. RSI here means how “hot” or “cold” something has been recently.
A daily rule-driven strategy that rotates between leveraged tech, hedges, bonds, energy, and cash. It rides uptrends hard, buys sharp dips, and de-risks when markets overheat or break trend. Uses RSI and moving averages to switch among QQQ/tech, Treasuries, volatility, and energy.
Out-of-sample edge: ~45% annualized return with ~6.3% max drawdown, Sharpe ~2.36, Calmar ~7.11—vs S&P: ~20% return and ~8.7% drawdown. Dynamic, regime-switching, leveraged-tech strategy targeting superior, risk-adjusted growth.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bond momentum, commodities, daily rebalance, energy momentum, inverse etfs, leveraged etfs, regime switching, tech momentum, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 44.96% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 28.27% | ||
| Return, trailing 1 month (out-of-sample) | 1.53% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 13.22% |
| Calmar ratio, out-of-sample period (out-of-sample) | 7.11 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.32% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.36 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 16.41% |
Composer Technologies · Composer
Composer Technologies · Composer
