Composer · investment strategy
by Composer Technologies · via Composer
A volatility‑triggered switch: when the market’s “fear” gauge is calm (VIXM RSI < 75), hold a high‑octane mix (notably 50% 3× healthcare) plus energy, clean energy, Gen‑Z, RICK, and 20% T‑Bills. When fear runs hot, go 100% T‑Bills. Leveraged funds mean bigger swings.
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.
“7.5% GUSH (2× oil/gas)”
“50% CURE (3× healthcare)”
“7.5% ICLN (clean energy)”
“invest 20% BIL (T‑Bills)”
“10% GENZ (Gen‑Z theme)”
“Else: 100% BIL.”
“No set rebalance.”
“If RSI < 75: invest 20% BIL (T‑Bills), 50% CURE (3× healthcare)”
“It watches a 10‑day RSI (a 0–100 “speedometer” of recent moves) on VIXM, an ETF of mid‑term VIX futures”
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.
5 missing
The text the rules are quoted from, with where it came from.
It watches a 10‑day RSI (a 0–100 “speedometer” of recent moves) on VIXM, an ETF of mid‑term VIX futures (a smoother market fear gauge). If RSI < 75: invest 20% BIL (T‑Bills), 50% CURE (3× healthcare), 10% GENZ (Gen‑Z theme), 7.5% GUSH (2× oil/gas), 7.5% ICLN (clean energy), 5% RICK. Else: 100% BIL. No set rebalance.
A volatility‑triggered switch: when the market’s “fear” gauge is calm (VIXM RSI < 75), hold a high‑octane mix (notably 50% 3× healthcare) plus energy, clean energy, Gen‑Z, RICK, and 20% T‑Bills. When fear runs hot, go 100% T‑Bills. Leveraged funds mean bigger swings.
Out-of-sample, this strategy targets ~54.8% annualized return vs SPY’s ~22.2%, with a Calmar ~4.90 and low beta (~0.10). Higher upside, strong risk-adjusted resilience, and diversification versus the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | cash buffer, leveraged etfs, risk-on/risk-off, sector tilts (energy/healthcare), volatility-timed | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 54.80% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 23.56% | ||
| Return, trailing 1 month (out-of-sample) | 3.47% | ||
| Return, trailing 1 year (out-of-sample) | 35.45% | ||
| Return, trailing 3 months (out-of-sample) | 9.15% |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.90 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.18% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.73 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 27.60% |
Composer Technologies · Composer
Composer Technologies · Composer
