Composer · investment strategy
by Composer Technologies · via Composer
When the market is rising and calm, it concentrates in recent-winning big tech/semis and adds a small dose of 3× Nasdaq. If small caps lag, it mixes in sector leaders. If fear or downtrends appear, it switches to Treasuries, low‑vol/quality stocks, utilities, or gold.
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.
Checks market trend and fear: Is SPY (S&P 500) above long/short‑term trend lines? Is VIXY (volatility) falling? Is tech (QQQ) trending up? Are small caps (IWM) healthy?<br>- If yes: buy the 5 best 1‑month performers from big tech/chip names, plus a small slice of TQQQ (3× Nasdaq).<br>- If small caps lag: keep ~70% there and put ~30% in recent 3‑month winners in healthcare, energy, industrials.<br>- If fear/trends break: hold the 2–3 best of Treasuries, low‑vol/quality stocks, utilities, or gold.
When the market is rising and calm, it concentrates in recent-winning big tech/semis and adds a small dose of 3× Nasdaq. If small caps lag, it mixes in sector leaders. If fear or downtrends appear, it switches to Treasuries, low‑vol/quality stocks, utilities, or gold.
Dynamic, rules-based momentum strategy that favors tech/semis in uptrends and rotates to defensives in fear. Out-of-sample: ~18.7% annualized return with Calmar ~0.52, delivering risk-aware diversification versus the S&P 500.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | defensive assets, leveraged etf use, momentum, risk-on/risk-off, sector rotation, tech/semis tilt, trend following, volatility filter | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 4.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.66% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 13.07% | ||
| Return, trailing 1 month (out-of-sample) | -1.15% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -13.49% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.52 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.15% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.61 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 43.86% |
Composer Technologies · Composer
Composer Technologies · Composer
