Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, daily strategy: ride tech uptrends with leveraged funds, buy sharp dips, and switch to hedges/shorts when signals weaken; plus separate sleeves that trade oil and Bitcoin only when their own trends look favorable.
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” of recent moves (RSI = quick strength/weakness score; MAs = price vs its recent average). In uptrends it holds aggressive tech funds; after big drops it buys dips. In weak markets it cuts risk, uses cash/bonds, or shorts/volatility. Separate rules trade oil and Bitcoin only when their own trends are strong.
Rules-based, daily strategy: ride tech uptrends with leveraged funds, buy sharp dips, and switch to hedges/shorts when signals weaken; plus separate sleeves that trade oil and Bitcoin only when their own trends look favorable.
Out-of-sample, this rules-based strategy targets ~26% annualized return vs ~20% for the S&P, with ~9% max drawdown and Calmar ~2.9. It blends leveraged tech exposure, dip buying, hedges, and oil/Bitcoin sleeves for diversified upside.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | ark/innovation, bitcoin, bonds/treasuries, leveraged tech, oil/energy, tactical allocation, trend + mean reversion, volatility hedges | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.15% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 31.26% | ||
| Return, trailing 1 month (out-of-sample) | 2.69% | ||
| Return, trailing 1 year (out-of-sample) | 27.62% | ||
| Return, trailing 3 months (out-of-sample) | 11.31% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.94 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.91% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.41 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 17.63% |
Composer Technologies · Composer
Composer Technologies · Composer
