Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical strategy that rides tech/Nasdaq uptrends with 3x ETFs, flips to inverse or defensive when markets get overheated or fear spikes, and switches between long/short Treasuries based on TLT. Uses RSI/trend/short‑term returns. Avoids K‑1 via PDBC.
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.
It watches two dashboards: stocks (S&P 500/Nasdaq) and interest rates (TLT). It uses simple yardsticks—RSI (a hot/cold gauge of recent moves), moving averages (trend), and short‑term returns. If stocks look healthy or washed‑out, it buys growth via 3x funds (TECL=tech, TQQQ=Nasdaq, SOXL=semis). If markets look too hot or fear spikes (UVXY), it flips to hedges like SQQQ/SOXS/TECS, VXX, or cash‑like T‑bills. Separately, it rides or shorts long Treasuries (TMF/TMV) based on TLT’s trend. It rebalances daily and uses PDBC (no K‑1) for commodities.
Daily tactical strategy that rides tech/Nasdaq uptrends with 3x ETFs, flips to inverse or defensive when markets get overheated or fear spikes, and switches between long/short Treasuries based on TLT. Uses RSI/trend/short‑term returns. Avoids K‑1 via PDBC.
Out-of-sample: 18.8% annualized return vs SPY 15.6%; higher upside from tech/levered bets and rate-rotation; but with larger drawdown (~27.4% vs ~8.9%). Calmar ~0.69; diversified hedges offer growth with regime resilience.
No K-1
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | defensive overlays, leveraged etfs, mean reversion, rates regime switch, tactical allocation, tech/semis tilt, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.81% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 17.84% | ||
| Return, trailing 1 month (out-of-sample) | 7.73% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 31.94% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.69 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.38% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.61 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 43.02% |
Composer Technologies · Composer
Composer Technologies · Composer
