Composer · investment strategy
by Composer Technologies · via Composer
A daily‑rebalanced, rule‑based portfolio that flips between risk‑on (leveraged tech/S&P) and risk‑off (cash, long USD, long volatility, short stocks/commodities). Uses RSI and VIX spikes to “catch crashes,” plus KMLM to favor trend‑following in turmoil.
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’s a rule-based “market weather” system. It watches fear (VIX via VXX) and a ‘hot/cold’ score called RSI (0–100). Calm/rising: it leans into US stocks—especially tech—using turbo ETFs (like TQQQ/QLD/UPRO). Stress: it shifts to defense—cash/T‑Bills, long U.S. dollar, long volatility, short stocks, and pairs like USD vs euro/gold/bitcoin/oil (often 66/34). If tech gets very “cold” (low RSI), it buys quick rebounds. Rebalanced daily. KMLM = a managed‑futures trend fund used as a safety‑switch.
A daily‑rebalanced, rule‑based portfolio that flips between risk‑on (leveraged tech/S&P) and risk‑off (cash, long USD, long volatility, short stocks/commodities). Uses RSI and VIX spikes to “catch crashes,” plus KMLM to favor trend‑following in turmoil.
Out-of-sample it delivers higher risk-adjusted gains than the S&P 500: oos return ~22% vs SPY ~14.8%, oos Sharpe ~1.30, low beta (~0.16), and Calmar ~3.14. A daily, rule-based risk-on/off system with crash protection and trend hedges seeks steady upside with disciplined risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | crash-protection, currency & commodity pairs, leveraged/inverse etfs, tactical multi-asset, trend-following, volatility-hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.10% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 8.16% | ||
| Return, trailing 1 month (out-of-sample) | -0.23% | ||
| Return, trailing 1 year (out-of-sample) | 15.44% | ||
| Return, trailing 3 months (out-of-sample) | 9.64% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.14 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.03% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.30 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 16.57% |
Composer Technologies · Composer
Composer Technologies · Composer
