Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based, high-octane system: ride strong tech/semis when trends are healthy, and quickly hedge, go to cash, or use volatility/short ETFs when signals flash risk. Uses RSI, short-term momentum, simple trend checks, and bond-vs-stock regimes.
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 overheated? If trends look good, it rides fast movers like TQQQ (3x Nasdaq), SOXL/TECL (3x semis/tech). If prices look “hot” by RSI (a hot/cold gauge) or fall fast, it shifts to cash-like BIL, bonds, the USD, or goes defensive with SQQQ/SOXS (inverse) or UVIX (volatility). It can add diversifiers like KMLM/DBMF/BTAL.
A daily, rules-based, high-octane system: ride strong tech/semis when trends are healthy, and quickly hedge, go to cash, or use volatility/short ETFs when signals flash risk. Uses RSI, short-term momentum, simple trend checks, and bond-vs-stock regimes.
Dynamic, rules-based rotation that rides tech/semis in uptrends and hedges in risk-off. Seeks diversification with low/negative beta vs the S&P and alpha in favorable regimes. Note: out-of-sample results show large drawdowns and negative returns.
Let me take you on a little trip On my supersonic rocket ship. https://www.youtube.com/watch?v=iZB8XXYePy0
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, mean reversion, risk-on/risk-off, tactical rotation, trend/momentum, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -10.21% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -3.65% | ||
| Return, trailing 1 month (out-of-sample) | -9.35% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 22.70% |
| Calmar ratio, out-of-sample period (out-of-sample) | -0.26 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.70% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.32 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 90.85% |
Composer Technologies · Composer
Composer Technologies · Composer
