Composer · investment strategy
by Composer Technologies · via Composer
A tactical rule set that gauges whether the market is “too hot” or trending. When hot, it hedges (volatility or Treasuries). When healthy, it buys high‑beta tech/growth names and leveraged ETFs, with fallbacks to short S&P or bonds if momentum fades.
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’s a rules-based “weather vane.”<br>- First it checks if the market looks red‑hot using a speedometer called RSI (0–100; higher = hotter). If too hot, it either hedges with UVIX (long volatility) or hides in long Treasuries (VGLT).<br>- If trends look healthy, it goes on offense with fast movers: leveraged tech/semis (SOXL, TECL) or a small basket of growth names (ADBE, CRM, APP, CELH, SOFI, AMZN, NVDL). Each must be above its ~1‑month average to be included.<br>- If semis’ medium‑term trend weakens, it can short the S&P 500 (SPXU).<br>- A side rule sometimes adds Bitcoin proxy (GBTC) or energy (OXY, FANG) if they’re trending.<br>- It equal‑weights whatever it picks and otherwise falls back to Treasuries (VGLT).
A tactical rule set that gauges whether the market is “too hot” or trending. When hot, it hedges (volatility or Treasuries). When healthy, it buys high‑beta tech/growth names and leveraged ETFs, with fallbacks to short S&P or bonds if momentum fades.
Out-of-sample, this strategy delivers ~20.07% annualized return vs 17.78% for the S&P, with a Calmar ~3.27 signaling strong risk-adjusted performance, while using regime-based hedges to reduce downside.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds/defensive, crypto/energy sidecar, leveraged etfs, momentum & mean-reversion, tactical regime-switching, tech/growth tilt, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 2.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.07% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 2.50% | ||
| Return, trailing 1 month (out-of-sample) | -0.41% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 39.35% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.27 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.14% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.79 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 29.11% |
Composer Technologies · Composer
Composer Technologies · Composer
