Composer · investment strategy
by Composer Technologies · via Composer
Aggressive daily strategy that rides 3x tech/semis in uptrends and flips to volatility, inverse equity, bonds, cash, gold, or managed futures when markets overheat or weaken. Signals: RSI and 200‑day trend. Very high risk due to leveraged and VIX products.
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 splits your money: 35% tech momentum, 30% QQQ trend switcher, 20% tech vs KMLM (managed futures), 15% gold‑miners. It reads two simple signals: long‑term trend (price vs 200‑day average) and heat (RSI = recent speed, 0–100). Cold or uptrend = 3x tech/semis (TQQQ, SOXL, TECL). Hot or weak trend = volatility (UVXY/VIXY), inverse QQQ (SQQQ), bonds (TLT/TMF), cash (BIL), gold (GLD), or KMLM.
Aggressive daily strategy that rides 3x tech/semis in uptrends and flips to volatility, inverse equity, bonds, cash, gold, or managed futures when markets overheat or weaken. Signals: RSI and 200‑day trend. Very high risk due to leveraged and VIX products.
Strategic overlay for crisis hedging and diversification: shifts to volatility and managed futures in stress to protect a core portfolio. While OOS returns trail SPY and drawdowns can be larger, it offers uncorrelated resilience during shocks.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | 200-day trend, daily rebalanced, gold miners, leveraged & inverse etfs, managed futures (kmlm), rsi/momentum, tactical allocation, volatility hedges | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -2.94% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -1.08% | ||
| Return, trailing 1 month (out-of-sample) | 2.00% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 11.72% |
| Calmar ratio, out-of-sample period (out-of-sample) | -0.14 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.35% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.25 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 60.30% |
Composer Technologies · Composer
Composer Technologies · Composer
