Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules-based swing strategy: short via SQQQ when markets look overheated; buy leveraged tech/S&P/energy or hold cash when washed out; otherwise toggle between tech and safety using KMLM as a risk gauge. Very high risk/volatility.
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.
RSI = a 0–100 speedometer of recent price: high = hot, low = washed‑out. KMLM = a trend‑following managed‑futures fund.<br>1) If many indexes/sectors look hot, move to SQQQ (a 3x inverse Nasdaq bet).<br>2) Else if washed‑out, buy TECL/SPXL/ERX or hold USD.<br>3) Else, if tech (XLK) beats KMLM, hold TECL and/or USD; if KMLM leads, choose SQQQ or short‑term bonds (BSV).<br>Positions are sized by inverse volatility.
A fast, rules-based swing strategy: short via SQQQ when markets look overheated; buy leveraged tech/S&P/energy or hold cash when washed out; otherwise toggle between tech and safety using KMLM as a risk gauge. Very high risk/volatility.
Regime-aware swing strategy using RSI-driven rotations and leveraged ETFs; aims for tech-led upside and diversification beyond the S&P 500, with inverse-vol sizing to damp risk. Note: out-of-sample results show large drawdowns and negative returns.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, managed-futures filter, risk-on/off, rsi signals, sector rotation, tactical rotation | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | -8.24% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -1.76% | ||
| Return, trailing 1 month (out-of-sample) | -8.14% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 8.33% |
| Calmar ratio, out-of-sample period (out-of-sample) | -0.32 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.89% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.17 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 64.47% |
Composer Technologies · Composer
Composer Technologies · Composer
