Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, daily‑tactical strategy: rides leveraged tech in uptrends, but when markets overheat it shifts to cash/neutral or volatility hedges; in downtrends it shorts stocks or uses Treasuries. KMLM (managed‑futures) guides when to dial risk up or down.
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 steps: 1) Trend check: if SPY is above its 200‑day average, it’s “bull”; else “bear.” 2) Bull: ride leveraged tech (TQQQ/TECL/SOXL). If markets look overheated (RSI: a 0–100 “heat” score; high=overbought), shift to T‑Bills (BIL), market‑neutral BTAL, or volatility funds (UVXY/UVIX/VXX/VIXY). 3) Use KMLM (a managed‑futures trend fund) as a compass; if it leads tech, go defensive/short. 4) Bear: use inverse QQQ/S&P or Treasuries.
Aggressive, daily‑tactical strategy: rides leveraged tech in uptrends, but when markets overheat it shifts to cash/neutral or volatility hedges; in downtrends it shorts stocks or uses Treasuries. KMLM (managed‑futures) guides when to dial risk up or down.
Aggressive, trend‑driven strategy aiming for outsized upside: ~36% annualized return out‑of‑sample vs ~11% for the S&P, with hedges and managed futures to manage risk. Calmar ~1.73; expect drawdowns up to ~21% in stressed markets.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, managed futures, momentum/trend, risk-on/risk-off, tactical allocation, tech-heavy, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.10% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 11.64% | ||
| Return, trailing 1 month (out-of-sample) | 1.53% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 41.05% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.73 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.85% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.82 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 58.90% |
Composer Technologies · Composer
Composer Technologies · Composer
