Composer · investment strategy
by Composer Technologies · via Composer
A tactical, trend-following bet on memory, storage and semiconductors. Own them only in uptrends; otherwise sit in T‑bills. If the market overheats, shift to 70% T‑bills/30% UVXY; if it breaks down, go 100% T‑bills. Rebalanced daily.
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 Thematic label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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 steps: 1) If SPY (S&P 500) is below its 200‑day average, hold only BIL (T‑bills). 2) If SPY’s 10‑day RSI >79 (a short‑term “heat” gauge), hold 70% BIL and 30% UVXY (a volatility hedge). 3) Otherwise, split equally across MU (memory chips), STX & WDC (storage), LRCX (chip equipment), SOXX & SOXL (semi ETFs). Each is held only while above its own 100‑day average (~5‑month trend); if not, that slice sits in BIL.
A tactical, trend-following bet on memory, storage and semiconductors. Own them only in uptrends; otherwise sit in T‑bills. If the market overheats, shift to 70% T‑bills/30% UVXY; if it breaks down, go 100% T‑bills. Rebalanced daily.
Strategic tilt to memory/storage/semis with risk controls (cash in down markets, volatility hedge in froth). OOS returns modest vs SPY, but offers disciplined downside protection and diversification from pure equity risk.
Aggressive exposure to the memory/HBM, storage, semiconductor, and robotics themes during healthy uptrends, with a layered T-bill safety net. Each holding (MU, SNDK, STX, WDC, SOXL, SMH, LRCX, SOXX, BOTZ, ROBO) is held only while above its 100-day moving average; otherwise that slice rotates to BIL. A froth trim moves to 30% UVXY / 70% BIL when SPY's 10-day RSI exceeds 79, and a catastrophe gate moves the entire portfolio to BIL when SPY falls below its 200-day moving average. Daily rebalance. T-bills are the universal fallback at every level. Note: backtested only across a 2025–2026 bull market; downside protection is unverified in a sustained semiconductor downturn.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, momentum/trend, risk management, semiconductors, t-bills (cash), tactical allocation, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 2.10% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 0.82% | ||
| Return, trailing 1 month (out-of-sample) | -5.43% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -19.87% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.06 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.88% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.38 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 70.99% |
Collective2
Composer Technologies · Composer
