Composer · investment strategy
by Composer Technologies · via Composer
A fast, rule‑based, daily market‑timer. In uptrends it pushes into tech/semis with 3× ETFs and sometimes 2× single‑stock ETPs; when markets look hot or break down, it flips to hedges (volatility, inverse, bonds, cash). Very volatile/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.
Each day it checks trend and “heat.” If the S&P 500 (SPY) is trending up, it rides momentum in tech/semis with 3× funds (TQQQ/SOXL/TECL/UPRO) and sometimes 2× single‑stock ETPs (NVIDIA, Apple, Amazon, Tesla). If things look overheated or weak, it flips to hedges: UVXY/VIXY (volatility), SQQQ/PSQ/FAZ (inverse), TMF/TLT (Treasuries), or cash (BIL)/BTAL. Signals use moving averages (trend), RSI (0–100 hot/cold), and recent % moves. One filter uses KMLM (managed‑futures) as a trend compass.
A fast, rule‑based, daily market‑timer. In uptrends it pushes into tech/semis with 3× ETFs and sometimes 2× single‑stock ETPs; when markets look hot or break down, it flips to hedges (volatility, inverse, bonds, cash). Very volatile/high risk.
Out-of-sample performance trails SPY: higher drawdowns (15% vs 3.4%) and negative returns. Still, regime-switching and hedging seek to diversify risk across regimes, offering tail-risk protection and diversification for risk-tolerant investors.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, market timing, mean-reversion, regime-switching, tactical, tech/semis focus, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -12.53% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -4.36% | ||
| Return, trailing 1 month (out-of-sample) | -3.96% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -6.87% |
| Calmar ratio, out-of-sample period (out-of-sample) | -0.82 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.31% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -0.11 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 42.04% |
Composer Technologies · Composer
Composer Technologies · Composer
