Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules‑based strategy: press tech/semis in uptrends with leveraged ETFs, hedge or short when the market gets “too hot,” and rotate to Treasuries, gold, cash, or managed‑futures (KMLM) when risk rises. Very active and 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.
It checks the market “weather.” If stocks are trending up (price above recent averages), it rides the strongest areas—mainly tech/semis—using leveraged ETFs (e.g., TQQQ, TECL, SOXL). If things get too hot, it briefly hedges (UVXY) or flips short (SQQQ). If trends weaken, it shifts to Treasuries (TLT/TMF), gold (GLD), cash, or trend‑following (KMLM). RSI is a 0‑100 heat gauge of recent buying vs. selling; high = hot, low = cold. Rebalanced daily.
A fast, rules‑based strategy: press tech/semis in uptrends with leveraged ETFs, hedge or short when the market gets “too hot,” and rotate to Treasuries, gold, cash, or managed‑futures (KMLM) when risk rises. Very active and high risk.
Out-of-sample results show this strategy underperforming the S&P: -64% annualized return vs +11.6% for SPY, higher drawdowns (5.94% vs 1.41%), and negative risk-adjusted metrics. Consider only as a high-risk diversification overlay, not core SPY replacement.
Degens beware: realistic slippage is ~15-20 bps with daily trades, but it still rips. --- Sign up for a trading pass and use code E3eRP-v-TRADE for 25% off for life. where my actual money is right now. you have nothing to lose but your chains.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds/gold, em/biotech sleeves, leveraged momentum rotation, managed futures (kmlm), risk-on/risk-off, tech/semis focus, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -64.27% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -5.94% | ||
| Return, trailing 1 month (out-of-sample) | 0.00% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | -10.82 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -5.94% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -4.36 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 24.60% |
Composer Technologies · Composer
Composer Technologies · Composer
