Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, daily mix that rides tech when calm, flips to VIX hedges when markets look overheated, and rotates into diversifiers (KMLM, bonds, long/short, cash) when momentum fades. Uses leveraged and VIX ETFs; high risk and fast-moving.
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.
Checks a simple “heat gauge” (RSI, 0–100) on major indexes/sectors. If they look too hot (RSI ~80+), it buys “fear” trades that pop in pullbacks (VXX/UVXY/UVIX/VIXY). If not, it rides tech uptrends with leveraged funds (TQQQ, TECL, SOXL/UPRO). If tech weakens vs KMLM (a trend‑following diversifier), it rotates into bonds, long/short, dollar, commodities, or cash (BIL/SGOV). Adds a small UVXY hedge on quick drops, a tiny NVDA vs QQQ sleeve, sizes by recent vol, and rebalances daily.
Rules-based, daily mix that rides tech when calm, flips to VIX hedges when markets look overheated, and rotates into diversifiers (KMLM, bonds, long/short, cash) when momentum fades. Uses leveraged and VIX ETFs; high risk and fast-moving.
Dynamic hedging, trend-following diversification, and volatility exposure aim to diversify beyond SPY and help manage tail risk in volatile markets—though out-of-sample returns lag SPY and drawdowns can be larger.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | alternatives, leveraged etfs, managed futures, multi-asset, tactical allocation, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 3.10% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 1.06% | ||
| Return, trailing 1 month (out-of-sample) | -0.95% | ||
| Return, trailing 1 year (out-of-sample) | 158.74% | ||
| Return, trailing 3 months (out-of-sample) | 12.64% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.30 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.28% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.25 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 27.65% |
Composer Technologies · Composer
Composer Technologies · Composer
