Composer · investment strategy
by Composer Technologies · via Composer
A blended, rules‑based strategy that rides tech momentum with leveraged funds when trends are strong, and flips to Treasuries, defensive ETFs, cash, or hedges when stress appears. It picks recent winners, rebalances daily, and aims for high growth with guardrails—at high risk.
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 asks: is the market healthy or stressed?<br>- If healthy, it buys the strongest recent performer from a small list (usually tech/semis like TQQQ, SOXL, TECL).<br>- If overheated or falling, it shifts to defense: Treasuries (TLT/TMF), low‑vol stocks (SPLV/XLP), cash (BIL), the US dollar (UUP), or hedges (SQQQ/SPXU/UVXY/SVXY).<br>Several mini‑models vote; their picks are blended.
A blended, rules‑based strategy that rides tech momentum with leveraged funds when trends are strong, and flips to Treasuries, defensive ETFs, cash, or hedges when stress appears. It picks recent winners, rebalances daily, and aims for high growth with guardrails—at high risk.
Rules-based, risk-managed strategy that shifts from leveraged tech in uptrends to defense in stress. OOS: 15.1% annualized return, 15.3% max drawdown, Sharpe 0.69, Calmar 0.99 (514 days)—a diversified complement to SPY.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bond trend, daily rebalance, leveraged etfs, momentum rotation, risk-on/risk-off, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.13% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 21.81% | ||
| Return, trailing 1 month (out-of-sample) | -6.63% | ||
| Return, trailing 1 year (out-of-sample) | 9.06% | ||
| Return, trailing 3 months (out-of-sample) | 4.85% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.99 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.32% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.69 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 24.76% |
Composer Technologies · Composer
Composer Technologies · Composer
