Composer · investment strategy
by Composer Technologies · via Composer
Daily, it blends several sleeves that toggle among leveraged tech, bonds/cash, and macro plays (semis, gold, dollar, commodities, staples). It follows trends, fades extremes using an RSI “speedometer,” and sizes risk via a voting checklist.
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.
It’s a daily, multi‑asset switcher. It can hold: tech (QQQ via 2x QLD or 3x SOXL), cash (BIL/SHV), bonds (TLT/IEF/SHY), shorts (PSQ/QID/SQQQ), plus gold (GLD), commodities (DBC/DBO), dollar (UUP), and staples (XLP).<br>It uses trends (price vs moving averages) and an RSI “speedometer” (0–100; >~80=too hot, <~30=washed out) to buy dips, avoid overheated markets, and size risk with a checklist of votes. Sleeves are combined equally.
Daily, it blends several sleeves that toggle among leveraged tech, bonds/cash, and macro plays (semis, gold, dollar, commodities, staples). It follows trends, fades extremes using an RSI “speedometer,” and sizes risk via a voting checklist.
Out-of-sample, this daily multi-asset strategy targets ~21% annualized return with a market beta around 0.61, strong risk controls, and broad diversification across tech, bonds, macro assets, gold, and cash—offering more resilient, diversified exposure than the SPX.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, leveraged etfs, mean-reversion, momentum, multi-asset, risk-on/risk-off, rsi, tactical allocation, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.96% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 11.15% | ||
| Return, trailing 1 month (out-of-sample) | 0.75% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 2.33% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.66 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.89% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.69 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.73% |
Composer Technologies · Composer
Composer Technologies · Composer
