Composer · investment strategy
by Composer Technologies · via Composer
Fast, tactical ETF strategy focused on tech. It chases rebounds and trends, but flips to volatility hedges, bonds, cash or inverse funds when markets look overheated or fragile. Heavy use of leveraged ETFs; very high risk; rebalances daily.
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.
Daily, it rides tech/semiconductor upswings using leveraged ETFs, and ducks crashes. It checks “temperature” gauges: RSI (0–100 speedometer), trend vs 200‑day average, recent drops, and bond/inflation cues. Very hot/vertical moves flip into crash‑airbags (VIX funds that jump when fear rises) or cash/T‑Bills. Sharp selloffs go to bonds or inverse funds. Oversold tech? It buys the 2 weakest for a rebound. Short‑vol is used sparingly with strict safety brakes.
Fast, tactical ETF strategy focused on tech. It chases rebounds and trends, but flips to volatility hedges, bonds, cash or inverse funds when markets look overheated or fragile. Heavy use of leveraged ETFs; very high risk; rebalances daily.
Aggressive, rules-based tech strategy with leveraged exposure aiming for rapid upside in rallies, using crash airbags and cash in downturns. Potentially outsized tech gains, but with very high risk and deep drawdowns—suitable for experienced traders.
Modified the Original Framework to Nest the sorted Pop bots as Replacement to BIL
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, daily rebalance, inverse etfs, leveraged etfs, tactical, tech/semis focus, trend + mean reversion, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.63% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 30.43% | ||
| Return, trailing 1 month (out-of-sample) | 10.12% | ||
| Return, trailing 1 year (out-of-sample) | 78.74% | ||
| Return, trailing 3 months (out-of-sample) | 21.52% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.18 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -71.62% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.52 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 75.29% |
Composer Technologies · Composer
Composer Technologies · Composer
