Composer · investment strategy
by Composer Technologies · via Composer
A daily, tactical strategy that times market “heat.” When stocks look overheated, it buys VIX funds as crash insurance; when they’re washed out, it buys the dip. In calm periods it shorts volatility. It also rotates Treasuries for ballast and uses mega‑caps as a hedge.
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 Leveraged ETFs 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.
Daily playbook: 1) It scans many stock/sector funds for a 0–100 “heat” score (RSI). Very hot (>~80) suggests a pullback risk, so it buys VIX-linked funds (UVXY/VIXY) that tend to rise when stocks fall. Very cold (<~30) triggers buy‑the‑dip in stock funds (e.g., TQQQ, SPXL, SOXL). 2) If markets are calm, it holds SVXY (benefits from quiet volatility). 3) A bond module flips among long Treasuries (TMF/TLT), short Treasuries (TMV), or cash‑like bills (SHV/BND) using trend. 4) A mega‑cap basket is used as a steadier hedge, sized by recent calmness.
A daily, tactical strategy that times market “heat.” When stocks look overheated, it buys VIX funds as crash insurance; when they’re washed out, it buys the dip. In calm periods it shorts volatility. It also rotates Treasuries for ballast and uses mega‑caps as a hedge.
Active risk-managed overlay: OOS return ~20.8% vs SPY ~23.1%, but Calmar ~2.27 with volatility hedges (VIX, SVXY) and bond ballast. Delivers resilience and diversification in volatile markets vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | hedge overlay, leveraged etfs, momentum/mean-reversion, tactical allocation, treasuries, volatility timing (vix) | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.76% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 28.79% | ||
| Return, trailing 1 month (out-of-sample) | 2.23% | ||
| Return, trailing 1 year (out-of-sample) | 23.44% | ||
| Return, trailing 3 months (out-of-sample) | 10.87% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.27 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.14% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.39 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 14.39% |
Composer Technologies · Composer
Composer Technologies · Composer
