Composer · investment strategy
by Composer Technologies · via Composer
A daily rules-based system that flips between long and short natural-gas ETFs using cross‑market signals (stocks, bonds, commodities). It aims for high, low‑correlation returns but accepts very large swings and drawdowns.
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 Macro signals 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.
What it trades: UNG (long natural gas), UNL (a smoother long), KOLD (2x inverse/short), and sometimes BIL (T‑bills).<br>Each day it reads a dashboard of market clues—bonds vs stocks strength, sector heat, and volatility spikes. When risk looks defensive or overheated, it shorts gas (KOLD). When risk is healthier or commodities look washed out, it goes long (UNG/UNL). RSI is used as a simple hot/cold gauge.
A daily rules-based system that flips between long and short natural-gas ETFs using cross‑market signals (stocks, bonds, commodities). It aims for high, low‑correlation returns but accepts very large swings and drawdowns.
Dynamic cross-asset nat-gas strategy offers diversification with low correlation to the S&P 500. It can hedge regimes and capture shifts, but out-of-sample results show higher volatility; best as a complement to core equities.
High Volatility, High Return Natural Gas Trading Algo. Useful as a non-correlated component that can be added to a portfolio that will deliver high non-correlated returns.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | commodities, cross-asset signals, daily rebalancing, high volatility, long/short etfs, natural gas, tactical | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -63.30% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -4.66% | ||
| Return, trailing 1 month (out-of-sample) | 0.68% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -8.23% |
| Calmar ratio, out-of-sample period (out-of-sample) | -9.41 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.73% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -5.14 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 20.85% |
Composer Technologies · Composer
Composer Technologies · Composer
